Goldman Sachs Put 550 SLHN 20.12.2024
/ DE000GQ8ZT16
Goldman Sachs Put 550 SLHN 20.12..../ DE000GQ8ZT16 /
02/09/2024 09:37:36 |
Chg.0.000 |
Bid12:13:12 |
Ask12:13:12 |
Underlying |
Strike price |
Expiration date |
Option type |
0.037EUR |
0.00% |
0.036 Bid Size: 10,000 |
0.066 Ask Size: 5,000 |
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: |
-82.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.19 |
Parity: |
-1.38 |
Time value: |
0.09 |
Break-even: |
576.74 |
Moneyness: |
0.81 |
Premium: |
0.20 |
Premium p.a.: |
0.86 |
Spread abs.: |
0.05 |
Spread %: |
131.58% |
Delta: |
-0.11 |
Theta: |
-0.12 |
Omega: |
-9.36 |
Rho: |
-0.27 |
Quote data
Open: |
0.037 |
High: |
0.037 |
Low: |
0.037 |
Previous Close: |
0.037 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.50% |
1 Month |
|
|
-46.38% |
3 Months |
|
|
-69.17% |
YTD |
|
|
-90.98% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.040 |
0.037 |
1M High / 1M Low: |
0.120 |
0.037 |
6M High / 6M Low: |
0.280 |
0.037 |
High (YTD): |
03/01/2024 |
0.420 |
Low (YTD): |
30/08/2024 |
0.037 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.039 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.058 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.118 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
311.98% |
Volatility 6M: |
|
204.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |