Goldman Sachs Call 660 SLHN 16.08.2024
/ DE000GJ13KT5
Goldman Sachs Call 660 SLHN 16.08.../ DE000GJ13KT5 /
09/08/2024 11:19:01 |
Chg.+0.029 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.047EUR |
+161.11% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
660.00 CHF |
16/08/2024 |
Call |
Master data
WKN: |
GJ13KT |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
660.00 CHF |
Maturity: |
16/08/2024 |
Issue date: |
22/07/2024 |
Last trading day: |
15/08/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
77.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.19 |
Parity: |
-0.23 |
Time value: |
0.09 |
Break-even: |
707.63 |
Moneyness: |
0.97 |
Premium: |
0.05 |
Premium p.a.: |
15.74 |
Spread abs.: |
0.06 |
Spread %: |
262.50% |
Delta: |
0.32 |
Theta: |
-1.33 |
Omega: |
24.54 |
Rho: |
0.03 |
Quote data
Open: |
0.047 |
High: |
0.047 |
Low: |
0.047 |
Previous Close: |
0.018 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.95% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.047 |
0.018 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.025 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |