Goldman Sachs Put 650 SLHN 20.12.2024
/ DE000GG8PJL4
Goldman Sachs Put 650 SLHN 20.12..../ DE000GG8PJL4 /
| 2024-06-27 10:12:56 AM |
Chg.-0.010 |
Bid4:27:26 PM |
Ask4:27:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-3.23% |
0.290
Bid Size: 30,000 |
0.300
Ask Size: 30,000 |
SWISS LIFE HOLDING A... |
650.00 CHF |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-05-28 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
0.01 |
| Time value: |
0.33 |
| Break-even: |
643.86 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
9.58% |
| Delta: |
-0.43 |
| Theta: |
-0.08 |
| Omega: |
-8.44 |
| Rho: |
-1.56 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.300 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
