Goldman Sachs Call 800 SLHN 19.12.2025
/ DE000GG5EMS3
Goldman Sachs Call 800 SLHN 19.12.../ DE000GG5EMS3 /
| 9/2/2024 9:46:09 AM |
Chg.+0.010 |
Bid9:49:51 AM |
Ask9:49:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+6.25% |
0.170
Bid Size: 10,000 |
0.200
Ask Size: 3,000 |
SWISS LIFE HOLDING A... |
800.00 CHF |
12/19/2025 |
Call |
Master data
| WKN: |
GG5EMS |
| 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: |
12/19/2025 |
| Issue date: |
3/20/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.19 |
| Parity: |
-1.28 |
| Time value: |
0.21 |
| Break-even: |
873.10 |
| Moneyness: |
0.85 |
| Premium: |
0.21 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.06 |
| Spread %: |
35.44% |
| Delta: |
0.29 |
| Theta: |
-0.07 |
| Omega: |
9.75 |
| Rho: |
2.43 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
+41.67% |
| 3 Months |
|
|
+54.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.140 |
| 1M High / 1M Low: |
0.160 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.124 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
