Goldman Sachs Put 400 SLHN 20.09..../  DE000GQ5XAH9  /

EUWAX
2024-07-12  10:22:08 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.006EUR 0.00% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 400.00 CHF 2024-09-20 Put
 

Master data

WKN: GQ5XAH
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: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -123.68
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.19
Parity: -2.82
Time value: 0.06
Break-even: 405.32
Moneyness: 0.59
Premium: 0.41
Premium p.a.: 5.11
Spread abs.: 0.05
Spread %: 833.33%
Delta: -0.05
Theta: -0.17
Omega: -5.90
Rho: -0.07
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.006
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -53.85%
3 Months
  -66.67%
YTD
  -89.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.006
1M High / 1M Low: 0.014 0.006
6M High / 6M Low: 0.044 0.006
High (YTD): 2024-01-03 0.060
Low (YTD): 2024-07-11 0.006
52W High: - -
52W Low: - -
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.018
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.16%
Volatility 6M:   122.80%
Volatility 1Y:   -
Volatility 3Y:   -