Goldman Sachs Put 300 SLHN 20.09..../  DE000GQ75523  /

EUWAX
7/4/2024  10:19:28 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.003EUR - -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 300.00 CHF 9/20/2024 Put
 

Master data

WKN: GQ7552
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: 9/20/2024
Issue date: 10/11/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -92.36
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.17
Historic volatility: 0.20
Parity: -3.65
Time value: 0.07
Break-even: 301.67
Moneyness: 0.46
Premium: 0.55
Premium p.a.: 7.27
Spread abs.: 0.07
Spread %: 2,333.33%
Delta: -0.04
Theta: -0.20
Omega: -3.75
Rho: -0.07
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -40.00%
3 Months
  -57.14%
YTD
  -85.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.003
1M High / 1M Low: 0.008 0.003
6M High / 6M Low: 0.017 0.003
High (YTD): 1/3/2024 0.025
Low (YTD): 7/4/2024 0.003
52W High: - -
52W Low: - -
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.008
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.01%
Volatility 6M:   167.19%
Volatility 1Y:   -
Volatility 3Y:   -