Goldman Sachs Put 600 SLHN 19.07..../  DE000GG8RZ01  /

EUWAX
28/06/2024  09:27:16 Chg.-0.002 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.011EUR -15.38% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 600.00 CHF 19/07/2024 Put
 

Master data

WKN: GG8RZ0
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: 19/07/2024
Issue date: 29/05/2024
Last trading day: 18/07/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -109.94
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.20
Parity: -0.58
Time value: 0.06
Break-even: 617.07
Moneyness: 0.91
Premium: 0.09
Premium p.a.: 4.21
Spread abs.: 0.05
Spread %: 416.67%
Delta: -0.17
Theta: -0.41
Omega: -18.17
Rho: -0.07
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.013
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -83.58%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.011
1M High / 1M Low: 0.070 0.011
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.039
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   280.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -