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

EUWAX
9/2/2024  10:51:52 AM Chg.- Bid9:01:52 AM Ask9:01:52 AM Underlying Strike price Expiration date Option type
0.018EUR - 0.021
Bid Size: 10,000
-
Ask Size: -
SWISS LIFE HOLDING A... 400.00 CHF 3/21/2025 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: 3/21/2025
Issue date: 5/24/2024
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -104.87
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.19
Parity: -2.98
Time value: 0.07
Break-even: 418.95
Moneyness: 0.59
Premium: 0.42
Premium p.a.: 0.90
Spread abs.: 0.05
Spread %: 263.16%
Delta: -0.05
Theta: -0.07
Omega: -5.37
Rho: -0.24
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.018
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.26%
1 Month
  -30.77%
3 Months
  -48.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.019 0.018
1M High / 1M Low: 0.042 0.018
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.024
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -