Goldman Sachs Put 300 SLHN 20.06.2025
/ DE000GP7BRY1
Goldman Sachs Put 300 SLHN 20.06..../ DE000GP7BRY1 /
14/10/2024 10:54:15 |
Chg.0.000 |
Bid14:21:36 |
Ask14:21:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.010EUR |
0.00% |
0.012 Bid Size: 20,000 |
0.032 Ask Size: 20,000 |
SWISS LIFE HOLDING A... |
300.00 CHF |
20/06/2025 |
Put |
Master data
WKN: |
GP7BRY |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 CHF |
Maturity: |
20/06/2025 |
Issue date: |
03/07/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-46.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.85 |
Historic volatility: |
0.18 |
Parity: |
-4.32 |
Time value: |
0.16 |
Break-even: |
303.73 |
Moneyness: |
0.43 |
Premium: |
0.60 |
Premium p.a.: |
0.98 |
Spread abs.: |
0.15 |
Spread %: |
1,153.85% |
Delta: |
-0.05 |
Theta: |
-0.11 |
Omega: |
-2.51 |
Rho: |
-0.39 |
Quote data
Open: |
0.010 |
High: |
0.010 |
Low: |
0.010 |
Previous Close: |
0.010 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-28.57% |
1 Month |
|
|
-37.50% |
3 Months |
|
|
-44.44% |
YTD |
|
|
-80.77% |
1 Year |
|
|
-85.71% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.014 |
0.010 |
1M High / 1M Low: |
0.016 |
0.010 |
6M High / 6M Low: |
0.032 |
0.010 |
High (YTD): |
05/01/2024 |
0.050 |
Low (YTD): |
11/10/2024 |
0.010 |
52W High: |
23/10/2023 |
0.090 |
52W Low: |
11/10/2024 |
0.010 |
Avg. price 1W: |
|
0.012 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.014 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.020 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.032 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
118.12% |
Volatility 6M: |
|
148.99% |
Volatility 1Y: |
|
126.35% |
Volatility 3Y: |
|
- |