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

EUWAX
26/07/2024  10:39:16 Chg.+0.090 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.760EUR +13.43% -
Bid Size: -		 -
Ask Size: -		 SWISS LIFE HOLDING A... 600.00 CHF 20/09/2024 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: 20/09/2024
Issue date: 22/09/2023
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.57
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.68
Implied volatility: 0.33
Historic volatility: 0.19
Parity: 0.68
Time value: 0.13
Break-even: 706.44
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.08
Spread %: 10.96%
Delta: 0.82
Theta: -0.26
Omega: 7.02
Rho: 0.74
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+8.57%
3 Months  
+162.07%
YTD  
+204.00%
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): 11/07/2024 0.870
Low (YTD): 19/01/2024 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.774
Avg. volume 1W:   0.000
Avg. price 1M:   0.765
Avg. volume 1M:   0.000
Avg. price 6M:   0.519
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.02%
Volatility 6M:   172.54%
Volatility 1Y:   -
Volatility 3Y:   -