Goldman Sachs Put 600 SLHN 19.12.2025
/ DE000GG8JVZ2
Goldman Sachs Put 600 SLHN 19.12..../ DE000GG8JVZ2 /
08/11/2024 17:48:06 |
Chg.+0.010 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
+4.55% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
600.00 CHF |
19/12/2025 |
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: |
19/12/2025 |
Issue date: |
24/05/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-31.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.18 |
Parity: |
-1.32 |
Time value: |
0.25 |
Break-even: |
614.61 |
Moneyness: |
0.83 |
Premium: |
0.20 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.03 |
Spread %: |
12.79% |
Delta: |
-0.18 |
Theta: |
-0.06 |
Omega: |
-5.60 |
Rho: |
-1.81 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.220 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.81% |
1 Month |
|
|
-23.33% |
3 Months |
|
|
-52.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.220 |
1M High / 1M Low: |
0.300 |
0.220 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.233 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.253 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |