Goldman Sachs Call 640 SLHN 16.08.2024
/ DE000GG91VP2
Goldman Sachs Call 640 SLHN 16.08.../ DE000GG91VP2 /
| 29/07/2024 09:48:57 |
Chg.+0.090 |
Bid17:42:48 |
Ask17:42:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+31.03% |
0.340
Bid Size: 10,000 |
0.390
Ask Size: 10,000 |
SWISS LIFE HOLDING A... |
640.00 CHF |
16/08/2024 |
Call |
Master data
| WKN: |
GG91VP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
640.00 CHF |
| Maturity: |
16/08/2024 |
| Issue date: |
04/06/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.19 |
| Parity: |
0.26 |
| Time value: |
0.14 |
| Break-even: |
706.73 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.10 |
| Spread %: |
32.44% |
| Delta: |
0.69 |
| Theta: |
-0.64 |
| Omega: |
12.06 |
| Rho: |
0.22 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.70% |
| 1 Month |
|
|
+26.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.250 |
| 1M High / 1M Low: |
0.450 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.347 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
