Goldman Sachs Call 720 SLHN 21.02.2025
/ DE000GJ832A0
Goldman Sachs Call 720 SLHN 21.02.../ DE000GJ832A0 /
| 1/22/2025 9:19:41 AM |
Chg.+0.010 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+5.56% |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
720.00 CHF |
2/21/2025 |
Call |
Master data
| WKN: |
GJ832A |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
720.00 CHF |
| Maturity: |
2/21/2025 |
| Issue date: |
12/10/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
-0.02 |
| Time value: |
0.22 |
| Break-even: |
783.79 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.05 |
| Spread %: |
32.72% |
| Delta: |
0.51 |
| Theta: |
-0.39 |
| Omega: |
18.10 |
| Rho: |
0.30 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.67% |
| 1 Month |
|
|
+111.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
+90.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.150 |
| 1M High / 1M Low: |
0.190 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
0.190 |
| Low (YTD): |
1/13/2025 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.141 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |