Goldman Sachs Put 650 SLHN 20.12..../  DE000GG8PJL4  /

EUWAX
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:   -