Goldman Sachs Call 600 SLHN 19.06.../  DE000GQ9SA15  /

EUWAX
11/18/2024  10:12:06 AM Chg.+0.14 Bid5:09:09 PM Ask5:09:09 PM Underlying Strike price Expiration date Option type
1.42EUR +10.94% 1.41
Bid Size: 30,000
1.43
Ask Size: 30,000
SWISS LIFE HOLDING A... 600.00 CHF 6/19/2026 Call
 

Master data

WKN: GQ9SA1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 600.00 CHF
Maturity: 6/19/2026
Issue date: 6/28/2024
Last trading day: 6/18/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.30
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 1.21
Implied volatility: -
Historic volatility: 0.18
Parity: 1.21
Time value: 0.23
Break-even: 785.22
Moneyness: 1.19
Premium: 0.03
Premium p.a.: 0.02
Spread abs.: 0.05
Spread %: 3.60%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.42
High: 1.42
Low: 1.42
Previous Close: 1.28
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.58%
1 Month
  -1.39%
3 Months  
+40.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.52 1.27
1M High / 1M Low: 1.53 1.27
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.36
Avg. volume 1W:   0.00
Avg. price 1M:   1.38
Avg. volume 1M:   12.50
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -