Goldman Sachs Call 650 SLHN 15.11.2024
/ DE000GJ305L4
Goldman Sachs Call 650 SLHN 15.11.../ DE000GJ305L4 /
| 11/12/2024 8:27:08 PM |
Chg.-0.220 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-24.72% |
-
Bid Size: - |
-
Ask Size: - |
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: |
8.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
1.31 |
| Historic volatility: |
0.18 |
| Parity: |
0.79 |
| Time value: |
0.09 |
| Break-even: |
780.62 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
2.86 |
| Spread abs.: |
0.07 |
| Spread %: |
8.64% |
| Delta: |
0.84 |
| Theta: |
-3.83 |
| Omega: |
7.33 |
| Rho: |
0.05 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.99% |
| 1 Month |
|
|
+3.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.670 |
| 1M High / 1M Low: |
0.890 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.813 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.746 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
