OverviewChartNewsTraderScreen

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

EUWAX
6/27/2024  11:12:13 AM Chg.0.000 Bid6/27/2024 Ask6/27/2024 Underlying Strike price Expiration date Option type
0.004EUR 0.00% 0.004
Bid Size: 10,000		 0.074
Ask Size: 10,000		 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: -91.51
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.10
Historic volatility: 0.20
Parity: -3.64
Time value: 0.07
Break-even: 305.60
Moneyness: 0.46
Premium: 0.55
Premium p.a.: 5.54
Spread abs.: 0.07
Spread %: 1,750.00%
Delta: -0.04
Theta: -0.18
Omega: -3.77
Rho: -0.08
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month     0.00%
3 Months
  -42.86%
YTD
  -80.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 0.004
1M High / 1M Low: 0.008 0.003
6M High / 6M Low: 0.025 0.003
High (YTD): 1/3/2024 0.025
Low (YTD): 5/29/2024 0.003
52W High: - -
52W Low: - -
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.009
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   236.24%
Volatility 6M:   172.45%
Volatility 1Y:   -
Volatility 3Y:   -