Goldman Sachs Call 650 SLHN 21.03.2025
/ DE000GJ05G10
Goldman Sachs Call 650 SLHN 21.03.../ DE000GJ05G10 /
| 1/22/2025 9:20:33 AM |
Chg.+0.010 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+1.16% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
650.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
GJ05G1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
650.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
7/3/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.16 |
| Parity: |
0.72 |
| Time value: |
0.19 |
| Break-even: |
779.17 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.08 |
| Spread %: |
9.64% |
| Delta: |
0.78 |
| Theta: |
-0.33 |
| Omega: |
6.49 |
| Rho: |
0.79 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.13% |
| 1 Month |
|
|
+45.00% |
| 3 Months |
|
|
+8.75% |
| YTD |
|
|
+40.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.790 |
| 1M High / 1M Low: |
0.870 |
0.600 |
| 6M High / 6M Low: |
0.970 |
0.350 |
| High (YTD): |
1/22/2025 |
0.870 |
| Low (YTD): |
1/13/2025 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.737 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.707 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.04% |
| Volatility 6M: |
|
127.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |