Goldman Sachs Call 620 SLHN 19.07.2024
/ DE000GG7ZZ10
Goldman Sachs Call 620 SLHN 19.07.../ DE000GG7ZZ10 /
| 2024-06-27 10:07:45 AM |
Chg.+0.040 |
Bid1:46:51 PM |
Ask1:46:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+10.26% |
0.420
Bid Size: 50,000 |
0.430
Ask Size: 50,000 |
SWISS LIFE HOLDING A... |
620.00 CHF |
2024-07-19 |
Call |
Master data
| WKN: |
GG7ZZ1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
620.00 CHF |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2024-07-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.20 |
| Parity: |
0.30 |
| Time value: |
0.13 |
| Break-even: |
690.06 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.05 |
| Spread %: |
13.09% |
| Delta: |
0.72 |
| Theta: |
-0.52 |
| Omega: |
11.23 |
| Rho: |
0.27 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.22% |
| 1 Month |
|
|
+86.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.370 |
| 1M High / 1M Low: |
0.400 |
0.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.263 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
