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Goldman Sachs Call 900 SLHN 20.12.../  DE000GQ7FJF7  /

EUWAX
7/17/2024  11:20:28 AM Chg.0.000 Bid3:30:20 PM Ask3:30:20 PM Underlying Strike price Expiration date Option type
0.008EUR 0.00% 0.008
Bid Size: 30,000		 0.028
Ask Size: 30,000		 SWISS LIFE HOLDING A... 900.00 CHF 12/20/2024 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: 12/20/2024
Issue date: 10/16/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 120.70
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -2.37
Time value: 0.06
Break-even: 930.38
Moneyness: 0.74
Premium: 0.35
Premium p.a.: 1.03
Spread abs.: 0.05
Spread %: 714.29%
Delta: 0.10
Theta: -0.08
Omega: 11.57
Rho: 0.26
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.008
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -46.67%
3 Months     0.00%
YTD
  -52.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.008
1M High / 1M Low: 0.016 0.006
6M High / 6M Low: 0.021 0.004
High (YTD): 3/13/2024 0.021
Low (YTD): 5/6/2024 0.004
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.012
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   311.48%
Volatility 6M:   273.25%
Volatility 1Y:   -
Volatility 3Y:   -