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Goldman Sachs Put 600 SLHN 20.09..../  DE000GQ5XDY8  /

EUWAX
2024-07-25  10:17:53 AM Chg.+0.013 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.046EUR +39.39% -
Bid Size: -		 -
Ask Size: -		 SWISS LIFE HOLDING A... 600.00 CHF 2024-09-20 Put
 

Master data

WKN: GQ5XDY
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: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -108.69
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.19
Parity: -0.70
Time value: 0.06
Break-even: 618.94
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 0.95
Spread abs.: 0.04
Spread %: 120.69%
Delta: -0.15
Theta: -0.15
Omega: -16.15
Rho: -0.17
 

Quote data

Open: 0.046
High: 0.046
Low: 0.046
Previous Close: 0.033
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+43.75%
1 Month
  -23.33%
3 Months
  -86.06%
YTD
  -92.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.031
1M High / 1M Low: 0.060 0.029
6M High / 6M Low: 0.430 0.029
High (YTD): 2024-01-03 0.650
Low (YTD): 2024-07-15 0.029
52W High: - -
52W Low: - -
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   0.215
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   217.41%
Volatility 6M:   188.37%
Volatility 1Y:   -
Volatility 3Y:   -