Goldman Sachs Call 900 SLHN 20.12.2024
/ DE000GQ7FJF7
Goldman Sachs Call 900 SLHN 20.12.../ DE000GQ7FJF7 /
16/08/2024 10:05:30 |
Chg.-0.001 |
Bid17:30:10 |
Ask17:30:10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.006EUR |
-14.29% |
0.006 Bid Size: 10,000 |
0.056 Ask Size: 10,000 |
SWISS LIFE HOLDING A... |
900.00 CHF |
20/12/2024 |
Call |
Master data
WKN: |
GQ7FJF |
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: |
20/12/2024 |
Issue date: |
16/10/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
121.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.19 |
Parity: |
-2.46 |
Time value: |
0.06 |
Break-even: |
945.79 |
Moneyness: |
0.74 |
Premium: |
0.36 |
Premium p.a.: |
1.45 |
Spread abs.: |
0.05 |
Spread %: |
850.00% |
Delta: |
0.09 |
Theta: |
-0.10 |
Omega: |
11.35 |
Rho: |
0.20 |
Quote data
Open: |
0.006 |
High: |
0.006 |
Low: |
0.006 |
Previous Close: |
0.007 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.33% |
1 Month |
|
|
-25.00% |
3 Months |
|
|
-45.45% |
YTD |
|
|
-64.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.009 |
0.007 |
1M High / 1M Low: |
0.011 |
0.006 |
6M High / 6M Low: |
0.021 |
0.004 |
High (YTD): |
13/03/2024 |
0.021 |
Low (YTD): |
06/05/2024 |
0.004 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.008 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.008 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.011 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
257.84% |
Volatility 6M: |
|
287.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |