Goldman Sachs Put 400 SLHN 19.12..../  DE000GG8JWC9  /

EUWAX
11/8/2024  5:48:08 PM Chg.+0.001 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.040EUR +2.56% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 400.00 CHF 12/19/2025 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: 12/19/2025
Issue date: 5/24/2024
Last trading day: 12/18/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -128.57
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.18
Parity: -3.45
Time value: 0.06
Break-even: 420.20
Moneyness: 0.55
Premium: 0.46
Premium p.a.: 0.40
Spread abs.: 0.02
Spread %: 53.85%
Delta: -0.04
Theta: -0.03
Omega: -5.19
Rho: -0.41
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.039
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -21.57%
3 Months
  -42.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.039
1M High / 1M Low: 0.051 0.039
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -