Goldman Sachs Call 720 SLHN 18.10.2024
/ DE000GJ32A62
Goldman Sachs Call 720 SLHN 18.10.../ DE000GJ32A62 /
| 07/10/2024 10:16:14 |
Chg.-0.003 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.014EUR |
-17.65% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
720.00 CHF |
18/10/2024 |
Call |
Master data
| WKN: |
GJ32A6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
720.00 CHF |
| Maturity: |
18/10/2024 |
| Issue date: |
30/08/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
105.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
-0.28 |
| Time value: |
0.07 |
| Break-even: |
771.35 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
3.70 |
| Spread abs.: |
0.06 |
| Spread %: |
483.33% |
| Delta: |
0.27 |
| Theta: |
-0.67 |
| Omega: |
28.84 |
| Rho: |
0.06 |
Quote data
| Open: |
0.014 |
| High: |
0.014 |
| Low: |
0.014 |
| Previous Close: |
0.017 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.25% |
| 1 Month |
|
|
-75.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.032 |
0.014 |
| 1M High / 1M Low: |
0.100 |
0.014 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.023 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
493.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
