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

EUWAX
7/4/2024  10:59:56 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.410EUR - -
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: -14.59
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -0.56
Time value: 0.46
Break-even: 571.75
Moneyness: 0.92
Premium: 0.15
Premium p.a.: 0.10
Spread abs.: 0.05
Spread %: 12.14%
Delta: -0.28
Theta: -0.05
Omega: -4.06
Rho: -3.40
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.65%
1 Month
  -19.61%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.400
1M High / 1M Low: 0.560 0.400
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.413
Avg. volume 1W:   0.000
Avg. price 1M:   0.477
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -