Goldman Sachs Call 900 SLHN 20.06.2025
/ DE000GJ0QZC1
Goldman Sachs Call 900 SLHN 20.06.../ DE000GJ0QZC1 /
12/09/2024 09:53:55 |
Chg.+0.003 |
Bid15:03:23 |
Ask15:03:23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.039EUR |
+8.33% |
0.038 Bid Size: 10,000 |
0.068 Ask Size: 3,000 |
SWISS LIFE HOLDING A... |
900.00 CHF |
20/06/2025 |
Call |
Master data
WKN: |
GJ0QZC |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
900.00 CHF |
Maturity: |
20/06/2025 |
Issue date: |
15/07/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
83.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.19 |
Parity: |
-2.18 |
Time value: |
0.09 |
Break-even: |
967.88 |
Moneyness: |
0.77 |
Premium: |
0.31 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.05 |
Spread %: |
128.21% |
Delta: |
0.13 |
Theta: |
-0.06 |
Omega: |
11.20 |
Rho: |
0.70 |
Quote data
Open: |
0.039 |
High: |
0.039 |
Low: |
0.039 |
Previous Close: |
0.036 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.63% |
1 Month |
|
|
+30.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.039 |
0.036 |
1M High / 1M Low: |
0.039 |
0.027 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.038 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.032 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
67.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |