Goldman Sachs Call 700 SLHN 19.12.2025
/ DE000GG48EN3
Goldman Sachs Call 700 SLHN 19.12.../ DE000GG48EN3 /
9/2/2024 9:19:10 AM |
Chg.+0.030 |
Bid1:59:43 PM |
Ask1:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
+6.52% |
0.490 Bid Size: 10,000 |
0.520 Ask Size: 3,000 |
SWISS LIFE HOLDING A... |
700.00 CHF |
12/19/2025 |
Call |
Master data
WKN: |
GG48EN |
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: |
12/19/2025 |
Issue date: |
2/27/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.68 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
0.19 |
Parity: |
-0.22 |
Time value: |
0.53 |
Break-even: |
798.23 |
Moneyness: |
0.97 |
Premium: |
0.10 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.06 |
Spread %: |
13.49% |
Delta: |
0.57 |
Theta: |
-0.08 |
Omega: |
7.84 |
Rho: |
4.70 |
Quote data
Open: |
0.490 |
High: |
0.490 |
Low: |
0.490 |
Previous Close: |
0.460 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.95% |
1 Month |
|
|
+40.00% |
3 Months |
|
|
+75.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.430 |
1M High / 1M Low: |
0.460 |
0.260 |
6M High / 6M Low: |
0.460 |
0.200 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.442 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.375 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.331 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
124.38% |
Volatility 6M: |
|
122.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |