Goldman Sachs Call 1000 SLHN 20.0.../  DE000GQ9E8W1  /

EUWAX
2024-06-21  10:46:01 AM Chg.-0.001 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.001EUR -50.00% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 1,000.00 CHF 2024-09-20 Call
 

Master data

WKN: GQ9E8W
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 1,000.00 CHF
Maturity: 2024-09-20
Issue date: 2024-02-20
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 133.65
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.20
Parity: -3.64
Time value: 0.05
Break-even: 1,050.90
Moneyness: 0.65
Premium: 0.54
Premium p.a.: 4.79
Spread abs.: 0.05
Spread %: 5,000.00%
Delta: 0.07
Theta: -0.14
Omega: 9.49
Rho: 0.11
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month
  -66.67%
3 Months
  -50.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.001
1M High / 1M Low: 0.003 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   618.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -