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

EUWAX
2024-07-26  9:31:57 AM Chg.-0.001 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.005EUR -16.67% -
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: -126.15
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.89
Historic volatility: 0.19
Parity: -2.77
Time value: 0.06
Break-even: 411.46
Moneyness: 0.60
Premium: 0.41
Premium p.a.: 8.64
Spread abs.: 0.05
Spread %: 1,000.00%
Delta: -0.05
Theta: -0.21
Omega: -6.08
Rho: -0.06
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.006
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -28.57%
3 Months
  -70.59%
YTD
  -90.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.005
1M High / 1M Low: 0.007 0.005
6M High / 6M Low: 0.032 0.005
High (YTD): 2024-01-03 0.060
Low (YTD): 2024-07-26 0.005
52W High: - -
52W Low: - -
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.016
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.54%
Volatility 6M:   122.61%
Volatility 1Y:   -
Volatility 3Y:   -