Goldman Sachs Call 700 SLHN 19.06.2026
/ DE000GJ2X8L3
Goldman Sachs Call 700 SLHN 19.06.../ DE000GJ2X8L3 /
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: |
|
- |