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Goldman Sachs Call 600 SLHN 20.09.../  DE000GQ56A07  /

EUWAX
2024-07-29  10:44:07 AM Chg.+0.050 Bid5:41:36 PM Ask5:41:36 PM Underlying Strike price Expiration date Option type
0.810EUR +6.58% 0.770
Bid Size: 10,000		 0.800
Ask Size: 10,000		 SWISS LIFE HOLDING A... 600.00 CHF 2024-09-20 Call
 

Master data

WKN: GQ56A0
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: 2024-09-20
Issue date: 2023-09-22
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.55
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.67
Implied volatility: 0.35
Historic volatility: 0.19
Parity: 0.67
Time value: 0.14
Break-even: 706.44
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.08
Spread %: 10.96%
Delta: 0.81
Theta: -0.28
Omega: 6.92
Rho: 0.70
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.760
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+15.71%
3 Months  
+145.45%
YTD  
+224.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.670
1M High / 1M Low: 0.870 0.600
6M High / 6M Low: 0.870 0.240
High (YTD): 2024-07-11 0.870
Low (YTD): 2024-01-19 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.774
Avg. volume 1W:   0.000
Avg. price 1M:   0.768
Avg. volume 1M:   0.000
Avg. price 6M:   0.519
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.61%
Volatility 6M:   172.54%
Volatility 1Y:   -
Volatility 3Y:   -