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

EUWAX
16/08/2024  10:24:02 Chg.0.000 Bid17:30:09 Ask17:30:09 Underlying Strike price Expiration date Option type
0.140EUR 0.00% 0.140
Bid Size: 10,000
0.190
Ask Size: 5,000
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: -36.90
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -1.72
Time value: 0.19
Break-even: 503.47
Moneyness: 0.75
Premium: 0.27
Premium p.a.: 0.20
Spread abs.: 0.05
Spread %: 36.23%
Delta: -0.13
Theta: -0.04
Omega: -4.83
Rho: -1.47
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month  
+7.69%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.140
1M High / 1M Low: 0.250 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.164
Avg. volume 1W:   0.000
Avg. price 1M:   0.160
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   199.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -