Goldman Sachs Call 800 SLHN 20.09.../  DE000GQ569T9  /

EUWAX
2024-07-25  11:17:30 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.004EUR - -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 800.00 CHF 2024-09-20 Call
 

Master data

WKN: GQ569T
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: 2024-09-20
Issue date: 2023-09-22
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 126.47
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.19
Parity: -1.38
Time value: 0.06
Break-even: 839.29
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 2.33
Spread abs.: 0.05
Spread %: 1,000.00%
Delta: 0.12
Theta: -0.18
Omega: 15.25
Rho: 0.12
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.004
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -20.00%
3 Months
  -33.33%
YTD
  -77.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.004
1M High / 1M Low: 0.008 0.004
6M High / 6M Low: 0.029 0.004
High (YTD): 2024-03-13 0.029
Low (YTD): 2024-07-25 0.004
52W High: - -
52W Low: - -
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.012
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   262.59%
Volatility 6M:   249.99%
Volatility 1Y:   -
Volatility 3Y:   -