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

EUWAX
03/09/2024  10:52:17 Chg.+0.001 Bid18:02:20 Ask18:02:20 Underlying Strike price Expiration date Option type
0.034EUR +3.03% -
Bid Size: -
-
Ask Size: -
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: 84.19
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -2.30
Time value: 0.09
Break-even: 962.97
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 0.43
Spread abs.: 0.05
Spread %: 138.89%
Delta: 0.13
Theta: -0.06
Omega: 10.83
Rho: 0.67
 

Quote data

Open: 0.034
High: 0.034
Low: 0.034
Previous Close: 0.033
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.24%
1 Month  
+21.43%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.033 0.029
1M High / 1M Low: 0.033 0.024
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -