Goldman Sachs Put 650 SLHN 16.08..../  DE000GG8UGE5  /

EUWAX
2024-07-04  9:45:45 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.100EUR - -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 650.00 CHF 2024-08-16 Put
 

Master data

WKN: GG8UGE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Put
Strike price: 650.00 CHF
Maturity: 2024-08-16
Issue date: 2024-05-30
Last trading day: 2024-08-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -56.66
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.20
Parity: -0.05
Time value: 0.12
Break-even: 657.54
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 33.71%
Delta: -0.41
Theta: -0.15
Omega: -23.32
Rho: -0.33
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -58.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.077
1M High / 1M Low: 0.310 0.077
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.097
Avg. volume 1W:   0.000
Avg. price 1M:   0.179
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   284.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -