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

EUWAX
10/7/2024  11:20:30 AM Chg.- Bid9:00:50 AM Ask9:00:50 AM Underlying Strike price Expiration date Option type
0.190EUR - 0.200
Bid Size: 10,000
-
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: -30.68
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -0.46
Time value: 0.24
Break-even: 666.04
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.22
Spread abs.: 0.05
Spread %: 26.32%
Delta: -0.29
Theta: -0.11
Omega: -8.80
Rho: -1.06
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.75%
1 Month
  -17.39%
3 Months
  -34.48%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.160
1M High / 1M Low: 0.220 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.176
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -