Goldman Sachs Put 650 SLHN 20.12.2024
/ DE000GG8PJL4
Goldman Sachs Put 650 SLHN 20.12..../ DE000GG8PJL4 /
11/8/2024 12:09:20 PM |
Chg.0.000 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.032EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
650.00 CHF |
12/20/2024 |
Put |
Master data
WKN: |
GG8PJL |
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: |
12/20/2024 |
Issue date: |
5/28/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-188.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.18 |
Parity: |
-0.79 |
Time value: |
0.04 |
Break-even: |
688.48 |
Moneyness: |
0.90 |
Premium: |
0.11 |
Premium p.a.: |
1.48 |
Spread abs.: |
0.01 |
Spread %: |
41.38% |
Delta: |
-0.11 |
Theta: |
-0.16 |
Omega: |
-20.91 |
Rho: |
-0.10 |
Quote data
Open: |
0.032 |
High: |
0.032 |
Low: |
0.032 |
Previous Close: |
0.032 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-44.83% |
1 Month |
|
|
-54.29% |
3 Months |
|
|
-91.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.054 |
0.032 |
1M High / 1M Low: |
0.070 |
0.032 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.041 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.048 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
230.13% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |