Goldman Sachs Call 850 SLHN 15.11.2024
/ DE000GJ305X9
Goldman Sachs Call 850 SLHN 15.11.../ DE000GJ305X9 /
2024-10-07 9:53:46 AM |
Chg.- |
Bid9:43:01 AM |
Ask9:43:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.002EUR |
- |
0.002 Bid Size: 30,000 |
0.022 Ask Size: 30,000 |
SWISS LIFE HOLDING A... |
850.00 CHF |
2024-11-15 |
Call |
Master data
WKN: |
GJ305X |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
850.00 CHF |
Maturity: |
2024-11-15 |
Issue date: |
2024-08-29 |
Last trading day: |
2024-11-14 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
138.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.19 |
Parity: |
-1.72 |
Time value: |
0.05 |
Break-even: |
911.87 |
Moneyness: |
0.81 |
Premium: |
0.24 |
Premium p.a.: |
7.00 |
Spread abs.: |
0.05 |
Spread %: |
1,666.67% |
Delta: |
0.10 |
Theta: |
-0.28 |
Omega: |
14.40 |
Rho: |
0.07 |
Quote data
Open: |
0.002 |
High: |
0.002 |
Low: |
0.002 |
Previous Close: |
0.003 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.33% |
1 Month |
|
|
-66.67% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.003 |
0.002 |
1M High / 1M Low: |
0.007 |
0.002 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.003 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.004 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
292.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |