Goldman Sachs Put 500 SLHN 21.03.2025
/ DE000GG8K090
Goldman Sachs Put 500 SLHN 21.03..../ DE000GG8K090 /
| 2024-07-26 11:24:48 AM |
Chg.- |
Bid10:50:31 AM |
Ask10:50:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.050EUR |
- |
0.047
Bid Size: 10,000 |
0.077
Ask Size: 3,000 |
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: |
-67.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
-1.72 |
| Time value: |
0.10 |
| Break-even: |
511.00 |
| Moneyness: |
0.75 |
| Premium: |
0.26 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.05 |
| Spread %: |
96.15% |
| Delta: |
-0.10 |
| Theta: |
-0.06 |
| Omega: |
-6.91 |
| Rho: |
-0.52 |
Quote data
| Open: |
0.050 |
| High: |
0.050 |
| Low: |
0.050 |
| Previous Close: |
0.053 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.17% |
| 1 Month |
|
|
-13.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.053 |
0.045 |
| 1M High / 1M Low: |
0.060 |
0.045 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
