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Goldman Sachs Put 550 SLHN 20.12..../  DE000GQ8ZT16  /

EUWAX
26/07/2024  10:02:44 Chg.-0.003 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.056EUR -5.08% -
Bid Size: -		 -
Ask Size: -		 SWISS LIFE HOLDING A... 550.00 CHF 20/12/2024 Put
 

Master data

WKN: GQ8ZT1
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: 20/12/2024
Issue date: 16/11/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -64.24
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.19
Parity: -1.20
Time value: 0.11
Break-even: 562.52
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.54
Spread abs.: 0.05
Spread %: 86.21%
Delta: -0.14
Theta: -0.10
Omega: -8.73
Rho: -0.42
 

Quote data

Open: 0.056
High: 0.056
Low: 0.056
Previous Close: 0.059
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month
  -15.15%
3 Months
  -74.55%
YTD
  -86.34%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.059 0.046
1M High / 1M Low: 0.067 0.043
6M High / 6M Low: 0.280 0.043
High (YTD): 03/01/2024 0.420
Low (YTD): 15/07/2024 0.043
52W High: - -
52W Low: - -
Avg. price 1W:   0.052
Avg. volume 1W:   0.000
Avg. price 1M:   0.053
Avg. volume 1M:   0.000
Avg. price 6M:   0.152
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.08%
Volatility 6M:   159.88%
Volatility 1Y:   -
Volatility 3Y:   -