Goldman Sachs Put 650 SLHN 21.03.2025
/ DE000GG8PJS9
Goldman Sachs Put 650 SLHN 21.03..../ DE000GG8PJS9 /
| 7/29/2024 9:19:14 AM |
Chg.-0.060 |
Bid6:32:35 PM |
Ask6:32:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-17.65% |
0.310
Bid Size: 10,000 |
0.340
Ask Size: 10,000 |
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: |
-19.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-0.15 |
| Time value: |
0.35 |
| Break-even: |
642.26 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
9.29% |
| Delta: |
-0.37 |
| Theta: |
-0.07 |
| Omega: |
-7.20 |
| Rho: |
-1.86 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.45% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.280 |
| 1M High / 1M Low: |
0.390 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.305 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
