Goldman Sachs Call 800 SLHN 19.06.2026
/ DE000GQ9S9Q5
Goldman Sachs Call 800 SLHN 19.06.../ DE000GQ9S9Q5 /
12/09/2024 09:19:14 |
Chg.+0.030 |
Bid11:06:47 |
Ask11:06:47 |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
+11.54% |
0.270 Bid Size: 10,000 |
0.340 Ask Size: 3,000 |
SWISS LIFE HOLDING A... |
800.00 CHF |
19/06/2026 |
Call |
Master data
WKN: |
GQ9S9Q |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
800.00 CHF |
Maturity: |
19/06/2026 |
Issue date: |
28/06/2024 |
Last trading day: |
18/06/2026 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
22.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
0.19 |
Parity: |
-1.11 |
Time value: |
0.34 |
Break-even: |
886.03 |
Moneyness: |
0.87 |
Premium: |
0.20 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.07 |
Spread %: |
26.32% |
Delta: |
0.38 |
Theta: |
-0.07 |
Omega: |
8.34 |
Rho: |
4.36 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.260 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.54% |
1 Month |
|
|
+61.11% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.250 |
1M High / 1M Low: |
0.280 |
0.180 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.262 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.221 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
88.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |