Goldman Sachs Call 900 SLHN 20.06.../  DE000GJ0QZC1  /

EUWAX
2024-10-14  10:58:56 AM Chg.0.000 Bid2:21:36 PM Ask2:21:36 PM Underlying Strike price Expiration date Option type
0.030EUR 0.00% 0.032
Bid Size: 10,000
0.062
Ask Size: 3,000
SWISS LIFE HOLDING A... 900.00 CHF 2025-06-20 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: 2025-06-20
Issue date: 2024-07-15
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 56.94
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -2.08
Time value: 0.13
Break-even: 973.28
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 0.46
Spread abs.: 0.10
Spread %: 371.43%
Delta: 0.17
Theta: -0.09
Omega: 9.73
Rho: 0.79
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.030
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.45%
1 Month
  -25.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.027
1M High / 1M Low: 0.040 0.027
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -