Goldman Sachs Call 550 SLHN 20.09.2024
/ DE000GG19MR8
Goldman Sachs Call 550 SLHN 20.09.../ DE000GG19MR8 /
| 04/07/2024 09:55:42 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
550.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
GG19MR |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
20/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.20 |
| Parity: |
1.08 |
| Time value: |
0.14 |
| Break-even: |
688.45 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
4.27% |
| Delta: |
0.86 |
| Theta: |
-0.23 |
| Omega: |
4.74 |
| Rho: |
0.95 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.69% |
| 1 Month |
|
|
+18.37% |
| 3 Months |
|
|
+65.71% |
| YTD |
|
|
+110.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
1.16 |
| 1M High / 1M Low: |
1.24 |
0.91 |
| 6M High / 6M Low: |
1.25 |
0.53 |
| High (YTD): |
13/03/2024 |
1.25 |
| Low (YTD): |
19/01/2024 |
0.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.29% |
| Volatility 6M: |
|
122.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
