Goldman Sachs Call 1200 SLHN 19.0.../  DE000GJ44ZE0  /

EUWAX
1/23/2025  10:52:41 AM Chg.+0.004 Bid1:42:43 PM Ask1:42:43 PM Underlying Strike price Expiration date Option type
0.038EUR +11.76% 0.037
Bid Size: 20,000
0.057
Ask Size: 20,000
SWISS LIFE HOLDING A... 1,200.00 CHF 6/19/2026 Call
 

Master data

WKN: GJ44ZE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 1,200.00 CHF
Maturity: 6/19/2026
Issue date: 9/20/2024
Last trading day: 6/18/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 72.21
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -4.99
Time value: 0.11
Break-even: 1,282.12
Moneyness: 0.61
Premium: 0.66
Premium p.a.: 0.43
Spread abs.: 0.07
Spread %: 205.71%
Delta: 0.10
Theta: -0.05
Omega: 7.42
Rho: 0.96
 

Quote data

Open: 0.038
High: 0.038
Low: 0.038
Previous Close: 0.034
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.57%
1 Month  
+11.76%
3 Months
  -24.00%
YTD  
+18.75%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.040 0.034
1M High / 1M Low: 0.040 0.032
6M High / 6M Low: - -
High (YTD): 1/17/2025 0.040
Low (YTD): 1/10/2025 0.033
52W High: - -
52W Low: - -
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -