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

EUWAX
08/11/2024  17:48:08 Chg.+0.001 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.010EUR +11.11% -
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: -266.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.18
Parity: -3.45
Time value: 0.03
Break-even: 423.30
Moneyness: 0.55
Premium: 0.45
Premium p.a.: 1.80
Spread abs.: 0.02
Spread %: 222.22%
Delta: -0.03
Theta: -0.06
Omega: -6.85
Rho: -0.08
 

Quote data

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

Performance

1 Week
  -16.67%
1 Month
  -23.08%
3 Months
  -64.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.009
1M High / 1M Low: 0.013 0.009
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
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:   163.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -