Goldman Sachs Put 500 SLHN 19.12..../  DE000GG8K298  /

EUWAX
12/07/2024  09:52:36 Chg.0.000 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.130EUR 0.00% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 500.00 CHF 19/12/2025 Put
 

Master data

WKN: GG8K29
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: 19/12/2025
Issue date: 24/05/2024
Last trading day: 18/12/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -38.69
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -1.79
Time value: 0.18
Break-even: 495.75
Moneyness: 0.74
Premium: 0.28
Premium p.a.: 0.19
Spread abs.: 0.05
Spread %: 43.20%
Delta: -0.12
Theta: -0.04
Omega: -4.78
Rho: -1.49
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -43.48%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.130
1M High / 1M Low: 0.240 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.135
Avg. volume 1W:   0.000
Avg. price 1M:   0.177
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -