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

EUWAX
7/29/2024  10:33:22 AM Chg.-0.001 Bid5:30:16 PM Ask5:30:16 PM Underlying Strike price Expiration date Option type
0.002EUR -33.33% 0.002
Bid Size: 10,000		 0.072
Ask Size: 5,000		 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: -96.22
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.41
Historic volatility: 0.19
Parity: -3.80
Time value: 0.07
Break-even: 305.52
Moneyness: 0.45
Premium: 0.56
Premium p.a.: 20.29
Spread abs.: 0.07
Spread %: 3,500.00%
Delta: -0.04
Theta: -0.29
Omega: -3.76
Rho: -0.05
 

Quote data

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

Performance

1 Week
  -33.33%
1 Month
  -33.33%
3 Months
  -71.43%
YTD
  -90.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.002
1M High / 1M Low: 0.003 0.002
6M High / 6M Low: 0.012 0.002
High (YTD): 1/3/2024 0.025
Low (YTD): 7/24/2024 0.002
52W High: - -
52W Low: - -
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.007
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   315.85%
Volatility 6M:   198.64%
Volatility 1Y:   -
Volatility 3Y:   -