Goldman Sachs Call 640 SLHN 19.07.2024
/ DE000GG7ZY11
Goldman Sachs Call 640 SLHN 19.07.../ DE000GG7ZY11 /
| 7/12/2024 10:06:43 AM |
Chg.-0.080 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-18.18% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
640.00 CHF |
7/19/2024 |
Call |
Master data
| WKN: |
GG7ZY1 |
| 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: |
7/19/2024 |
| Issue date: |
5/14/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.19 |
| Parity: |
0.35 |
| Time value: |
0.11 |
| Break-even: |
704.08 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.05 |
| Spread %: |
12.02% |
| Delta: |
0.73 |
| Theta: |
-1.55 |
| Omega: |
10.87 |
| Rho: |
0.09 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
+260.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.350 |
| 1M High / 1M Low: |
0.440 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.375 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.227 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
310.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
