OverviewChartNewsTraderScreen

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

EUWAX
08/11/2024  17:07:40 Chg.-0.001 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.002EUR -33.33% -
Bid Size: -		 -
Ask Size: -		 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: 145.55
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.18
Parity: -1.88
Time value: 0.05
Break-even: 964.26
Moneyness: 0.80
Premium: 0.25
Premium p.a.: 6.29
Spread abs.: 0.05
Spread %: 1,666.67%
Delta: 0.10
Theta: -0.26
Omega: 14.39
Rho: 0.08
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.003
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -50.00%
3 Months
  -77.78%
YTD
  -88.24%
1 Year
  -86.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.002
1M High / 1M Low: 0.004 0.002
6M High / 6M Low: 0.016 0.002
High (YTD): 13/03/2024 0.021
Low (YTD): 08/11/2024 0.002
52W High: 13/03/2024 0.021
52W Low: 08/11/2024 0.002
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.007
Avg. volume 6M:   0.000
Avg. price 1Y:   0.011
Avg. volume 1Y:   0.000
Volatility 1M:   263.62%
Volatility 6M:   282.54%
Volatility 1Y:   241.46%
Volatility 3Y:   -