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Goldman Sachs Call 600 SLHN 20.09.../  DE000GQ56A07  /

EUWAX
2024-06-21  9:31:03 AM Chg.+0.060 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.700EUR +9.38% -
Bid Size: -		 -
Ask Size: -		 SWISS LIFE HOLDING A... 600.00 CHF 2024-09-20 Call
 

Master data

WKN: GQ56A0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 600.00 CHF
Maturity: 2024-09-20
Issue date: 2023-09-22
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.60
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.54
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 0.54
Time value: 0.17
Break-even: 698.48
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 5.97%
Delta: 0.78
Theta: -0.19
Omega: 7.53
Rho: 1.14
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.83%
1 Month  
+79.49%
3 Months  
+22.81%
YTD  
+180.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.530
1M High / 1M Low: 0.700 0.390
6M High / 6M Low: 0.750 0.220
High (YTD): 2024-03-13 0.750
Low (YTD): 2024-01-19 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.622
Avg. volume 1W:   0.000
Avg. price 1M:   0.490
Avg. volume 1M:   0.000
Avg. price 6M:   0.428
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.76%
Volatility 6M:   173.14%
Volatility 1Y:   -
Volatility 3Y:   -