Goldman Sachs Call 700 SLHN 21.02.2025
/ DE000GJ81BD5
Goldman Sachs Call 700 SLHN 21.02.../ DE000GJ81BD5 /
| 1/22/2025 10:23:31 AM |
Chg.+0.060 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+18.75% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
700.00 CHF |
2/21/2025 |
Call |
Master data
| WKN: |
GJ81BD |
| 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: |
2/21/2025 |
| Issue date: |
12/9/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.16 |
| Parity: |
0.19 |
| Time value: |
0.20 |
| Break-even: |
779.71 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.08 |
| Spread %: |
25.32% |
| Delta: |
0.64 |
| Theta: |
-0.46 |
| Omega: |
12.56 |
| Rho: |
0.37 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.74% |
| 1 Month |
|
|
+137.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.270 |
| 1M High / 1M Low: |
0.380 |
0.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
0.380 |
| Low (YTD): |
1/13/2025 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.259 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |