Goldman Sachs Put 650 SLHN 21.03..../  DE000GG8PJS9  /

EUWAX
11/11/2024  11:00:56 AM Chg.-0.010 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.090EUR -10.00% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 650.00 CHF 3/21/2025 Put
 

Master data

WKN: GG8PJS
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: 3/21/2025
Issue date: 5/28/2024
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -60.77
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.18
Parity: -0.79
Time value: 0.13
Break-even: 679.88
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.37
Spread abs.: 0.04
Spread %: 39.56%
Delta: -0.19
Theta: -0.11
Omega: -11.48
Rho: -0.56
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.77%
1 Month
  -35.71%
3 Months
  -79.07%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.090
1M High / 1M Low: 0.140 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.120
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   189.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -