Goldman Sachs Call 900 SLHN 21.03.../  DE000GQ9S8G8  /

EUWAX
2024-11-12  6:08:53 PM Chg.-0.006 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.010EUR -37.50% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 900.00 CHF 2025-03-21 Call
 

Master data

WKN: GQ9S8G
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: 2025-03-21
Issue date: 2024-06-28
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 120.63
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -1.87
Time value: 0.06
Break-even: 965.41
Moneyness: 0.80
Premium: 0.25
Premium p.a.: 0.88
Spread abs.: 0.05
Spread %: 357.14%
Delta: 0.11
Theta: -0.10
Omega: 13.72
Rho: 0.29
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.016
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -33.33%
3 Months
  -44.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.014
1M High / 1M Low: 0.020 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   222.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -