Goldman Sachs Put 600 SLHN 17.01..../  DE000GJ62641  /

EUWAX
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:   -