Goldman Sachs Call 700 SLHN 19.12.2025
/ DE000GG48EN3
Goldman Sachs Call 700 SLHN 19.12.../ DE000GG48EN3 /
| 1/23/2025 11:03:10 AM |
Chg.+0.010 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+1.61% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
700.00 CHF |
12/19/2025 |
Call |
Master data
| WKN: |
GG48EN |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 CHF |
| Maturity: |
12/19/2025 |
| Issue date: |
2/27/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.18 |
| Parity: |
0.31 |
| Time value: |
0.36 |
| Break-even: |
808.66 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.09 |
| Spread %: |
15.52% |
| Delta: |
0.72 |
| Theta: |
-0.09 |
| Omega: |
8.33 |
| Rho: |
4.44 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.87% |
| 1 Month |
|
|
+53.66% |
| 3 Months |
|
|
+10.53% |
| YTD |
|
|
+50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.530 |
| 1M High / 1M Low: |
0.620 |
0.410 |
| 6M High / 6M Low: |
0.700 |
0.260 |
| High (YTD): |
1/22/2025 |
0.620 |
| Low (YTD): |
1/13/2025 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.502 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.506 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.48% |
| Volatility 6M: |
|
120.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |