Goldman Sachs Put 600 SLHN 19.12..../  DE000GG8JVZ2  /

EUWAX
2024-07-26  11:24:42 AM Chg.-0.020 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.400EUR -4.76% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 600.00 CHF 2025-12-19 Put
 

Master data

WKN: GG8JVZ
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: 2025-12-19
Issue date: 2024-05-24
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -15.49
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -0.68
Time value: 0.45
Break-even: 580.64
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 0.11
Spread abs.: 0.05
Spread %: 12.56%
Delta: -0.26
Theta: -0.05
Omega: -4.10
Rho: -3.19
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.11%
1 Month
  -6.98%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.360
1M High / 1M Low: 0.430 0.330
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.386
Avg. volume 1W:   0.000
Avg. price 1M:   0.379
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -