Goldman Sachs Call 700 SLHN 19.06.../  DE000GJ2X8L3  /

EUWAX
1/23/2025  9:18:36 AM Chg.+0.050 Bid1:40:29 PM Ask1:40:29 PM Underlying Strike price Expiration date Option type
0.710EUR +7.58% 0.710
Bid Size: 30,000
0.730
Ask Size: 30,000
SWISS LIFE HOLDING A... 700.00 CHF 6/19/2026 Call
 

Master data

WKN: GJ2X8L
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: 6/19/2026
Issue date: 8/28/2024
Last trading day: 6/18/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 10.44
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.31
Implied volatility: 0.11
Historic volatility: 0.18
Parity: 0.31
Time value: 0.43
Break-even: 815.66
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.04
Spread abs.: 0.09
Spread %: 13.85%
Delta: 0.76
Theta: -0.07
Omega: 7.91
Rho: 7.17
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.660
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.39%
1 Month  
+44.90%
3 Months  
+12.70%
YTD  
+39.22%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.660 0.610
1M High / 1M Low: 0.660 0.490
6M High / 6M Low: - -
High (YTD): 1/22/2025 0.660
Low (YTD): 1/13/2025 0.500
52W High: - -
52W Low: - -
Avg. price 1W:   0.644
Avg. volume 1W:   0.000
Avg. price 1M:   0.576
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -