Goldman Sachs Call 680 SLHN 21.03.2025
/ DE000GJ8STS9
Goldman Sachs Call 680 SLHN 21.03.../ DE000GJ8STS9 /
| 1/22/2025 9:08:09 AM |
Chg.+0.020 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+3.57% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
680.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
GJ8STS |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
680.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
12/27/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
0.40 |
| Time value: |
0.20 |
| Break-even: |
779.94 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.06 |
| Spread %: |
11.11% |
| Delta: |
0.71 |
| Theta: |
-0.29 |
| Omega: |
9.06 |
| Rho: |
0.77 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.73% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+61.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.510 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
0.580 |
| Low (YTD): |
1/13/2025 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |