Goldman Sachs Call 800 SLHN 21.03.../  DE000GG5HN18  /

EUWAX
09/08/2024  10:41:45 Chg.+0.008 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.047EUR +20.51% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 800.00 CHF 21/03/2025 Call
 

Master data

WKN: GG5HN1
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: 21/03/2025
Issue date: 21/03/2024
Last trading day: 20/03/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 71.87
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -1.72
Time value: 0.09
Break-even: 856.59
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 0.47
Spread abs.: 0.06
Spread %: 141.03%
Delta: 0.16
Theta: -0.08
Omega: 11.20
Rho: 0.59
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.039
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.50%
1 Month
  -28.79%
3 Months  
+11.90%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.047 0.037
1M High / 1M Low: 0.066 0.037
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.053
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   190.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -