Goldman Sachs Call 700 SLHN 21.03.2025
/ DE000GJ23VW5
Goldman Sachs Call 700 SLHN 21.03.../ DE000GJ23VW5 /
| 11/8/2024 3:09:06 PM |
Chg.-0.040 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-7.27% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
700.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
GJ23VW |
| 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: |
3/21/2025 |
| Issue date: |
8/15/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.26 |
| Time value: |
0.30 |
| Break-even: |
801.86 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
5.66% |
| Delta: |
0.67 |
| Theta: |
-0.17 |
| Omega: |
9.18 |
| Rho: |
1.66 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
+21.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.430 |
| 1M High / 1M Low: |
0.550 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.485 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.464 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
