Goldman Sachs Call 700 SLHN 19.06.../  DE000GJ2X8L3  /

EUWAX
08/11/2024  14:14:48 Chg.-0.030 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.710EUR -4.05% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 700.00 CHF 19/06/2026 Call
 

Master data

WKN: GJ2X8L
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 700.00 CHF
Maturity: 19/06/2026
Issue date: 28/08/2024
Last trading day: 18/06/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.52
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.26
Implied volatility: 0.12
Historic volatility: 0.18
Parity: 0.26
Time value: 0.55
Break-even: 826.86
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 0.04
Spread abs.: 0.07
Spread %: 9.46%
Delta: 0.74
Theta: -0.07
Omega: 7.04
Rho: 7.87
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.39%
1 Month  
+14.52%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.630
1M High / 1M Low: 0.740 0.610
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.682
Avg. volume 1W:   0.000
Avg. price 1M:   0.663
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -