Goldman Sachs Call 560 SLHN 21.06.2024
/ DE000GG6VLV1
Goldman Sachs Call 560 SLHN 21.06.../ DE000GG6VLV1 /
2024-05-24 9:59:25 AM |
Chg.+0.030 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
+4.84% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
560.00 CHF |
2024-06-21 |
Call |
Master data
WKN: |
GG6VLV |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
560.00 CHF |
Maturity: |
2024-06-21 |
Issue date: |
2024-04-19 |
Last trading day: |
2024-06-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.68 |
Implied volatility: |
0.53 |
Historic volatility: |
0.20 |
Parity: |
0.68 |
Time value: |
0.12 |
Break-even: |
644.42 |
Moneyness: |
1.12 |
Premium: |
0.02 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.12 |
Spread %: |
17.65% |
Delta: |
0.81 |
Theta: |
-0.50 |
Omega: |
6.43 |
Rho: |
0.32 |
Quote data
Open: |
0.650 |
High: |
0.650 |
Low: |
0.650 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.16% |
1 Month |
|
|
+10.17% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.700 |
0.620 |
1M High / 1M Low: |
1.020 |
0.590 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.660 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.743 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
146.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |