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

EUWAX
11/8/2024  5:48:06 PM Chg.+0.010 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.230EUR +4.55% -
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: -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:   -