Goldman Sachs Put 500 SLHN 20.09.2024
/ DE000GQ5XBA2
Goldman Sachs Put 500 SLHN 20.09..../ DE000GQ5XBA2 /
2024-07-25 10:17:41 AM |
Chg.+0.003 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.013EUR |
+30.00% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
500.00 CHF |
2024-09-20 |
Put |
Master data
WKN: |
GQ5XBA |
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: |
2024-09-20 |
Issue date: |
2023-09-26 |
Last trading day: |
2024-09-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-115.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.57 |
Historic volatility: |
0.19 |
Parity: |
-1.74 |
Time value: |
0.06 |
Break-even: |
515.12 |
Moneyness: |
0.75 |
Premium: |
0.26 |
Premium p.a.: |
3.38 |
Spread abs.: |
0.05 |
Spread %: |
566.67% |
Delta: |
-0.08 |
Theta: |
-0.19 |
Omega: |
-8.99 |
Rho: |
-0.09 |
Quote data
Open: |
0.013 |
High: |
0.013 |
Low: |
0.013 |
Previous Close: |
0.010 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+30.00% |
1 Month |
|
|
-18.75% |
3 Months |
|
|
-79.69% |
YTD |
|
|
-92.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.013 |
0.010 |
1M High / 1M Low: |
0.016 |
0.010 |
6M High / 6M Low: |
0.100 |
0.010 |
High (YTD): |
2024-01-05 |
0.180 |
Low (YTD): |
2024-07-24 |
0.010 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.011 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.012 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.049 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
148.58% |
Volatility 6M: |
|
142.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |