Goldman Sachs Call 550 SLHN 20.12.2024
/ DE000GG6PV58
Goldman Sachs Call 550 SLHN 20.12.../ DE000GG6PV58 /
| 2024-07-29 10:52:09 AM |
Chg.+0.05 |
Bid3:30:31 PM |
Ask3:30:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
+3.82% |
1.34
Bid Size: 10,000 |
1.37
Ask Size: 5,000 |
SWISS LIFE HOLDING A... |
550.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
GG6PV5 |
| 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: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
1.19 |
| Time value: |
0.20 |
| Break-even: |
712.32 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
3.73% |
| Delta: |
0.86 |
| Theta: |
-0.16 |
| Omega: |
4.28 |
| Rho: |
1.80 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.36 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+7.94% |
| 3 Months |
|
|
+72.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.21 |
| 1M High / 1M Low: |
1.41 |
1.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
