Goldman Sachs Put 500 SLHN 21.03..../  DE000GG8K090  /

EUWAX
2024-07-04  10:59:58 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.055EUR - -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 500.00 CHF 2025-03-21 Put
 

Master data

WKN: GG8K09
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: 2025-03-21
Issue date: 2024-05-24
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -61.96
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.20
Parity: -1.62
Time value: 0.11
Break-even: 502.87
Moneyness: 0.76
Premium: 0.26
Premium p.a.: 0.38
Spread abs.: 0.05
Spread %: 84.75%
Delta: -0.11
Theta: -0.06
Omega: -6.74
Rho: -0.60
 

Quote data

Open: 0.055
High: 0.055
Low: 0.055
Previous Close: 0.058
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.17%
1 Month
  -38.89%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.055
1M High / 1M Low: 0.100 0.055
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.079
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -