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

EUWAX
2024-06-25  9:24:52 AM Chg.- Bid9:25:06 AM Ask9:25:06 AM Underlying Strike price Expiration date Option type
0.008EUR - 0.007
Bid Size: 30,000		 0.027
Ask Size: 30,000		 SWISS LIFE HOLDING A... 900.00 CHF 2024-12-20 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: 2024-12-20
Issue date: 2023-10-16
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 118.81
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.20
Parity: -2.62
Time value: 0.06
Break-even: 944.69
Moneyness: 0.72
Premium: 0.39
Premium p.a.: 0.99
Spread abs.: 0.05
Spread %: 714.29%
Delta: 0.09
Theta: -0.07
Omega: 10.88
Rho: 0.27
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.006
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -11.11%
3 Months
  -33.33%
YTD
  -52.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.006
1M High / 1M Low: 0.016 0.006
6M High / 6M Low: 0.021 0.004
High (YTD): 2024-03-13 0.021
Low (YTD): 2024-05-06 0.004
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.013
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   286.48%
Volatility 6M:   265.84%
Volatility 1Y:   -
Volatility 3Y:   -