Goldman Sachs Call 900 SLHN 20.06.2025
/ DE000GJ0QZC1
Goldman Sachs Call 900 SLHN 20.06.../ DE000GJ0QZC1 /
| 2024-09-12 9:53:55 AM |
Chg.+0.003 |
Bid5:30:15 PM |
Ask5:30:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
+8.33% |
0.040
Bid Size: 10,000 |
0.110
Ask Size: 5,000 |
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: |
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: |
|
- |
