Goldman Sachs Put 600 SLHN 21.03..../  DE000GG8JW53  /

EUWAX
18/10/2024  10:59:53 Chg.+0.001 Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
0.057EUR +1.79% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 600.00 CHF 21/03/2025 Put
 

Master data

WKN: GG8JW5
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: 21/03/2025
Issue date: 24/05/2024
Last trading day: 20/03/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -103.51
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -1.28
Time value: 0.07
Break-even: 631.01
Moneyness: 0.83
Premium: 0.18
Premium p.a.: 0.47
Spread abs.: 0.02
Spread %: 37.04%
Delta: -0.11
Theta: -0.07
Omega: -11.29
Rho: -0.38
 

Quote data

Open: 0.057
High: 0.057
Low: 0.057
Previous Close: 0.056
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.57%
1 Month
  -36.67%
3 Months
  -62.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.056
1M High / 1M Low: 0.100 0.056
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.079
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -