Goldman Sachs Call 600 SLHN 19.12.2025
/ DE000GG1T013
Goldman Sachs Call 600 SLHN 19.12.../ DE000GG1T013 /
| 29/07/2024 10:22:03 |
Chg.+0.050 |
Bid13:27:41 |
Ask13:27:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+5.10% |
1.030
Bid Size: 10,000 |
1.060
Ask Size: 3,000 |
SWISS LIFE HOLDING A... |
600.00 CHF |
19/12/2025 |
Call |
Master data
| WKN: |
GG1T01 |
| 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: |
19/12/2025 |
| Issue date: |
05/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.19 |
| Parity: |
0.67 |
| Time value: |
0.38 |
| Break-even: |
730.44 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.09 |
| Spread %: |
9.38% |
| Delta: |
0.87 |
| Theta: |
-0.07 |
| Omega: |
5.73 |
| Rho: |
6.92 |
Quote data
| Open: |
1.030 |
| High: |
1.030 |
| Low: |
1.030 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.42% |
| 3 Months |
|
|
+80.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.930 |
| 1M High / 1M Low: |
1.080 |
0.870 |
| 6M High / 6M Low: |
1.080 |
0.470 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.998 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.732 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.24% |
| Volatility 6M: |
|
105.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
