Goldman Sachs Call 1000 SLHN 21.0.../  DE000GG5HV75  /

EUWAX
2024-06-21  9:40:33 AM Chg.-0.002 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.012EUR -14.29% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 1,000.00 CHF 2025-03-21 Call
 

Master data

WKN: GG5HV7
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: 2025-03-21
Issue date: 2024-03-21
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 108.19
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.20
Parity: -3.64
Time value: 0.06
Break-even: 1,052.10
Moneyness: 0.65
Premium: 0.54
Premium p.a.: 0.79
Spread abs.: 0.05
Spread %: 425.00%
Delta: 0.08
Theta: -0.06
Omega: 9.11
Rho: 0.38
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.014
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -7.69%
3 Months  
+20.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.012
1M High / 1M Low: 0.015 0.007
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -