Goldman Sachs Put 400 SLHN 21.03..../  DE000GG8JW12  /

EUWAX
26/07/2024  11:24:42 Chg.-0.001 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.022EUR -4.35% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 400.00 CHF 21/03/2025 Put
 

Master data

WKN: GG8JW1
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: 21/03/2025
Issue date: 24/05/2024
Last trading day: 20/03/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -95.04
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.19
Parity: -2.77
Time value: 0.07
Break-even: 409.66
Moneyness: 0.60
Premium: 0.41
Premium p.a.: 0.70
Spread abs.: 0.05
Spread %: 217.39%
Delta: -0.06
Theta: -0.06
Omega: -5.30
Rho: -0.30
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.023
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month
  -12.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.023 0.020
1M High / 1M Low: 0.025 0.020
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -