Goldman Sachs Call 500 SLHN 19.12.../  DE000GG1SU02  /

EUWAX
2024-06-21  9:09:36 AM Chg.+0.04 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.80EUR +2.27% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 500.00 CHF 2025-12-19 Call
 

Master data

WKN: GG1SU0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 500.00 CHF
Maturity: 2025-12-19
Issue date: 2024-01-05
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.75
Leverage: Yes

Calculated values

Fair value: 1.93
Intrinsic value: 1.59
Implied volatility: -
Historic volatility: 0.20
Parity: 1.59
Time value: 0.23
Break-even: 704.90
Moneyness: 1.30
Premium: 0.03
Premium p.a.: 0.02
Spread abs.: 0.07
Spread %: 4.00%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.80
High: 1.80
Low: 1.80
Previous Close: 1.76
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.65%
1 Month  
+30.43%
3 Months  
+16.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.80 1.61
1M High / 1M Low: 1.80 1.38
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.71
Avg. volume 1W:   0.00
Avg. price 1M:   1.55
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   40.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -