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Goldman Sachs Put 500 SLHN 20.09..../  DE000GQ5XBA2  /

EUWAX
2024-06-14  10:53:40 AM Chg.+0.002 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.030EUR +7.14% -
Bid Size: -		 -
Ask Size: -		 SWISS LIFE HOLDING A... 500.00 CHF 2024-09-20 Put
 

Master data

WKN: GQ5XBA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Put
Strike price: 500.00 CHF
Maturity: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -77.48
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.20
Parity: -1.34
Time value: 0.09
Break-even: 516.21
Moneyness: 0.80
Premium: 0.22
Premium p.a.: 1.09
Spread abs.: 0.05
Spread %: 150.00%
Delta: -0.11
Theta: -0.13
Omega: -8.74
Rho: -0.22
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.028
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.38%
1 Month     0.00%
3 Months
  -49.15%
YTD
  -83.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.026
1M High / 1M Low: 0.032 0.021
6M High / 6M Low: 0.190 0.021
High (YTD): 2024-01-05 0.180
Low (YTD): 2024-05-28 0.021
52W High: - -
52W Low: - -
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   0.079
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.87%
Volatility 6M:   134.71%
Volatility 1Y:   -
Volatility 3Y:   -