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

EUWAX
11/8/2024  5:48:08 PM Chg.+0.003 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.050EUR +6.38% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 600.00 CHF 3/21/2025 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: 3/21/2025
Issue date: 5/24/2024
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -111.80
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -1.32
Time value: 0.07
Break-even: 632.41
Moneyness: 0.83
Premium: 0.18
Premium p.a.: 0.58
Spread abs.: 0.02
Spread %: 50.00%
Delta: -0.10
Theta: -0.08
Omega: -11.55
Rho: -0.31
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.047
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.37%
1 Month
  -37.50%
3 Months
  -76.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.047
1M High / 1M Low: 0.080 0.047
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.052
Avg. volume 1W:   0.000
Avg. price 1M:   0.061
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -