Goldman Sachs Put 650 SLHN 20.06..../  DE000GG8PJH2  /

EUWAX
07/10/2024  11:20:28 Chg.0.000 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.360EUR 0.00% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 650.00 CHF 20/06/2025 Put
 

Master data

WKN: GG8PJH
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: 20/06/2025
Issue date: 28/05/2024
Last trading day: 19/06/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -17.74
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.19
Parity: -0.46
Time value: 0.42
Break-even: 648.54
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 0.17
Spread abs.: 0.05
Spread %: 13.70%
Delta: -0.31
Theta: -0.10
Omega: -5.58
Rho: -1.91
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.13%
1 Month
  -12.20%
3 Months
  -30.77%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.310
1M High / 1M Low: 0.390 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.344
Avg. volume 1W:   0.000
Avg. price 1M:   0.340
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -