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

EUWAX
11/12/2024  7:14:34 PM Chg.+0.030 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.250EUR +13.64% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 600.00 CHF 12/19/2025 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: 12/19/2025
Issue date: 5/24/2024
Last trading day: 12/18/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -28.07
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -1.33
Time value: 0.28
Break-even: 611.84
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 0.19
Spread abs.: 0.05
Spread %: 23.32%
Delta: -0.19
Theta: -0.06
Omega: -5.24
Rho: -1.89
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -7.41%
3 Months
  -46.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.220
1M High / 1M Low: 0.270 0.220
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.230
Avg. volume 1W:   0.000
Avg. price 1M:   0.247
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -