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

EUWAX
09/08/2024  11:35:02 Chg.-0.001 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.012EUR -7.69% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 350.00 CHF 20/12/2024 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: 20/12/2024
Issue date: 28/05/2024
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -107.24
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.19
Parity: -3.05
Time value: 0.06
Break-even: 364.35
Moneyness: 0.55
Premium: 0.46
Premium p.a.: 1.85
Spread abs.: 0.05
Spread %: 384.62%
Delta: -0.05
Theta: -0.10
Omega: -4.95
Rho: -0.14
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.013
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month  
+20.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.019 0.012
1M High / 1M Low: 0.019 0.009
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   284.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -