Goldman Sachs Put 350 SLHN 20.12..../  DE000GG8PJD1  /

EUWAX
2024-07-12  10:11:36 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.011EUR 0.00% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 350.00 CHF 2024-12-20 Put
 

Master data

WKN: GG8PJD
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Put
Strike price: 350.00 CHF
Maturity: 2024-12-20
Issue date: 2024-05-28
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -113.54
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.19
Parity: -3.33
Time value: 0.06
Break-even: 353.46
Moneyness: 0.52
Premium: 0.49
Premium p.a.: 1.47
Spread abs.: 0.05
Spread %: 454.55%
Delta: -0.04
Theta: -0.08
Omega: -4.68
Rho: -0.15
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.011
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -38.89%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.010
1M High / 1M Low: 0.021 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
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:   136.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -