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Goldman Sachs Put 550 SLHN 20.09..../  DE000GQ8ZT81  /

EUWAX
7/29/2024  10:05:13 AM Chg.-0.003 Bid6:37:04 PM Ask6:37:04 PM Underlying Strike price Expiration date Option type
0.016EUR -15.79% 0.017
Bid Size: 10,000		 0.067
Ask Size: 10,000		 SWISS LIFE HOLDING A... 550.00 CHF 9/20/2024 Put
 

Master data

WKN: GQ8ZT8
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Put
Strike price: 550.00 CHF
Maturity: 9/20/2024
Issue date: 11/16/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -100.41
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.19
Parity: -1.19
Time value: 0.07
Break-even: 566.42
Moneyness: 0.83
Premium: 0.18
Premium p.a.: 2.17
Spread abs.: 0.05
Spread %: 263.16%
Delta: -0.11
Theta: -0.20
Omega: -11.17
Rho: -0.12
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.019
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month
  -38.46%
3 Months
  -87.69%
YTD
  -95.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.021 0.016
1M High / 1M Low: 0.026 0.016
6M High / 6M Low: 0.210 0.016
High (YTD): 1/3/2024 0.350
Low (YTD): 7/23/2024 0.016
52W High: - -
52W Low: - -
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.097
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   158.80%
Volatility 6M:   197.20%
Volatility 1Y:   -
Volatility 3Y:   -