Goldman Sachs Call 700 SLHN 19.12.2025
/ DE000GG48EN3
Goldman Sachs Call 700 SLHN 19.12.../ DE000GG48EN3 /
03/09/2024 09:23:01 |
Chg.+0.080 |
Bid20:00:04 |
Ask20:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
+16.33% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
700.00 CHF |
19/12/2025 |
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: |
19/12/2025 |
Issue date: |
27/02/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
0.19 |
Parity: |
-0.18 |
Time value: |
0.53 |
Break-even: |
795.28 |
Moneyness: |
0.98 |
Premium: |
0.10 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.05 |
Spread %: |
10.42% |
Delta: |
0.59 |
Theta: |
-0.08 |
Omega: |
7.99 |
Rho: |
4.79 |
Quote data
Open: |
0.570 |
High: |
0.570 |
Low: |
0.570 |
Previous Close: |
0.490 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+32.56% |
1 Month |
|
|
+62.86% |
3 Months |
|
|
+96.55% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.430 |
1M High / 1M Low: |
0.490 |
0.260 |
6M High / 6M Low: |
0.490 |
0.200 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.454 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.381 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.332 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.12% |
Volatility 6M: |
|
122.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |