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

EUWAX
11/11/2024  10:49:54 Chg.- Bid20:00:02 Ask20:00:02 Underlying Strike price Expiration date Option type
0.009EUR - -
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: -133.10
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.18
Parity: -3.46
Time value: 0.06
Break-even: 420.43
Moneyness: 0.55
Premium: 0.46
Premium p.a.: 1.89
Spread abs.: 0.05
Spread %: 625.00%
Delta: -0.04
Theta: -0.10
Omega: -5.43
Rho: -0.13
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -30.77%
3 Months
  -66.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.009
1M High / 1M Low: 0.012 0.009
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -