Goldman Sachs Put 500 SLHN 17.01..../  DE000GJ629C6  /

EUWAX
11/12/2024  4:49:21 PM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.008EUR 0.00% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 500.00 CHF 1/17/2025 Put
 

Master data

WKN: GJ629C
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Put
Strike price: 500.00 CHF
Maturity: 1/17/2025
Issue date: 11/4/2024
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -135.44
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.18
Parity: -2.39
Time value: 0.06
Break-even: 527.08
Moneyness: 0.69
Premium: 0.32
Premium p.a.: 3.59
Spread abs.: 0.05
Spread %: 714.29%
Delta: -0.06
Theta: -0.18
Omega: -7.98
Rho: -0.09
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.008
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.008
1M High / 1M Low: - -
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:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -