Goldman Sachs Call 600 SLHN 19.12.2025
/ DE000GG1T013
Goldman Sachs Call 600 SLHN 19.12.../ DE000GG1T013 /
| 07/10/2024 09:52:29 |
Chg.- |
Bid09:13:09 |
Ask09:13:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
- |
1.14
Bid Size: 10,000 |
-
Ask Size: - |
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: |
5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.19 |
| Parity: |
0.99 |
| Time value: |
0.29 |
| Break-even: |
764.96 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.10 |
| Spread %: |
8.47% |
| Delta: |
0.92 |
| Theta: |
-0.07 |
| Omega: |
5.28 |
| Rho: |
6.57 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.20% |
| 1 Month |
|
|
+1.68% |
| 3 Months |
|
|
+18.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.18 |
| 1M High / 1M Low: |
1.38 |
1.18 |
| 6M High / 6M Low: |
1.38 |
0.47 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.68% |
| Volatility 6M: |
|
86.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
