Goldman Sachs Call 800 SLHN 21.02.2025
/ DE000GJ7YYC3
Goldman Sachs Call 800 SLHN 21.02.../ DE000GJ7YYC3 /
| 1/23/2025 9:58:09 AM |
Chg.+0.001 |
Bid11:16:10 AM |
Ask11:16:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
+4.35% |
0.024
Bid Size: 30,000 |
0.044
Ask Size: 30,000 |
SWISS LIFE HOLDING A... |
800.00 CHF |
2/21/2025 |
Call |
Master data
| WKN: |
GJ7YYC |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 CHF |
| Maturity: |
2/21/2025 |
| Issue date: |
12/6/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
104.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.18 |
| Parity: |
-0.75 |
| Time value: |
0.07 |
| Break-even: |
855.02 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
2.58 |
| Spread abs.: |
0.05 |
| Spread %: |
221.74% |
| Delta: |
0.19 |
| Theta: |
-0.36 |
| Omega: |
19.65 |
| Rho: |
0.11 |
Quote data
| Open: |
0.024 |
| High: |
0.024 |
| Low: |
0.024 |
| Previous Close: |
0.023 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.35% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.024 |
0.023 |
| 1M High / 1M Low: |
0.026 |
0.023 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
0.026 |
| Low (YTD): |
1/22/2025 |
0.023 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.023 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
37.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |