Goldman Sachs Call 500 SLHN 20.09.2024
/ DE000GQ6DF44
Goldman Sachs Call 500 SLHN 20.09.../ DE000GQ6DF44 /
| 2024-06-14 9:57:54 AM |
Chg.-0.06 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
-4.14% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
500.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
GQ6DF4 |
| 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: |
2024-09-20 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.20 |
| Parity: |
1.34 |
| Time value: |
0.18 |
| Break-even: |
676.71 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
3.40% |
| Delta: |
0.86 |
| Theta: |
-0.23 |
| Omega: |
3.72 |
| Rho: |
1.10 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.14% |
| 1 Month |
|
|
-15.24% |
| 3 Months |
|
|
-2.11% |
| YTD |
|
|
+40.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.45 |
1.39 |
| 1M High / 1M Low: |
1.64 |
1.27 |
| 6M High / 6M Low: |
1.73 |
0.95 |
| High (YTD): |
2024-03-13 |
1.73 |
| Low (YTD): |
2024-01-17 |
0.97 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.28% |
| Volatility 6M: |
|
78.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
