Goldman Sachs Put 400 SLHN 19.12.2025
/ DE000GG8JWC9
Goldman Sachs Put 400 SLHN 19.12..../ DE000GG8JWC9 /
26/07/2024 11:24:43 |
Chg.-0.002 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.061EUR |
-3.17% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
400.00 CHF |
19/12/2025 |
Put |
Master data
WKN: |
GG8JWC |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 CHF |
Maturity: |
19/12/2025 |
Issue date: |
24/05/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-61.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.19 |
Parity: |
-2.77 |
Time value: |
0.11 |
Break-even: |
405.66 |
Moneyness: |
0.60 |
Premium: |
0.42 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.05 |
Spread %: |
79.37% |
Delta: |
-0.07 |
Theta: |
-0.03 |
Omega: |
-4.24 |
Rho: |
-0.83 |
Quote data
Open: |
0.061 |
High: |
0.061 |
Low: |
0.061 |
Previous Close: |
0.063 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-7.58% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.063 |
0.058 |
1M High / 1M Low: |
0.066 |
0.057 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.060 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.060 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |