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

EUWAX
08/11/2024  12:09:17 Chg.+0.010 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.240EUR +4.35% -
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: -29.44
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -0.79
Time value: 0.26
Break-even: 666.38
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.23
Spread abs.: 0.04
Spread %: 17.49%
Delta: -0.24
Theta: -0.10
Omega: -7.12
Rho: -1.30
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -22.58%
3 Months
  -61.90%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.230
1M High / 1M Low: 0.310 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.258
Avg. volume 1W:   0.000
Avg. price 1M:   0.270
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -