Goldman Sachs Call 650 SLHN 15.11.2024
/ DE000GJ305L4
Goldman Sachs Call 650 SLHN 15.11.../ DE000GJ305L4 /
| 10/8/2024 10:57:17 AM |
Chg.-0.010 |
Bid3:46:05 PM |
Ask3:46:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-1.79% |
0.590
Bid Size: 10,000 |
0.620
Ask Size: 5,000 |
SWISS LIFE HOLDING A... |
650.00 CHF |
11/15/2024 |
Call |
Master data
| WKN: |
GJ305L |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
650.00 CHF |
| Maturity: |
11/15/2024 |
| Issue date: |
8/29/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
0.41 |
| Time value: |
0.19 |
| Break-even: |
753.26 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
5.26% |
| Delta: |
0.72 |
| Theta: |
-0.43 |
| Omega: |
8.76 |
| Rho: |
0.49 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.84% |
| 1 Month |
|
|
-1.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.540 |
| 1M High / 1M Low: |
0.760 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.578 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.634 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
