Goldman Sachs Put 600 SLHN 17.01.2025
/ DE000GJ62641
Goldman Sachs Put 600 SLHN 17.01..../ DE000GJ62641 /
2024-11-12 4:48:44 PM |
Chg.+0.003 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.023EUR |
+15.00% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
600.00 CHF |
2025-01-17 |
Put |
Master data
WKN: |
GJ6264 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
600.00 CHF |
Maturity: |
2025-01-17 |
Issue date: |
2024-11-04 |
Last trading day: |
2025-01-16 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-111.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.18 |
Parity: |
-1.33 |
Time value: |
0.07 |
Break-even: |
632.44 |
Moneyness: |
0.83 |
Premium: |
0.18 |
Premium p.a.: |
1.51 |
Spread abs.: |
0.05 |
Spread %: |
263.16% |
Delta: |
-0.10 |
Theta: |
-0.17 |
Omega: |
-11.74 |
Rho: |
-0.16 |
Quote data
Open: |
0.023 |
High: |
0.023 |
Low: |
0.023 |
Previous Close: |
0.020 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.69% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.029 |
0.019 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.022 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |