Goldman Sachs Call 900 SLHN 21.03.../  DE000GQ9S8G8  /

EUWAX
1/22/2025  9:59:04 AM Chg.0.000 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.022EUR 0.00% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 900.00 CHF 3/21/2025 Call
 

Master data

WKN: GQ9S8G
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 900.00 CHF
Maturity: 3/21/2025
Issue date: 6/28/2024
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 105.58
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.16
Parity: -1.93
Time value: 0.07
Break-even: 960.06
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 3.34
Spread abs.: 0.05
Spread %: 227.27%
Delta: 0.12
Theta: -0.23
Omega: 12.54
Rho: 0.13
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.022
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.76%
1 Month     0.00%
3 Months  
+83.33%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.022 0.021
1M High / 1M Low: 0.022 0.021
6M High / 6M Low: 0.024 0.004
High (YTD): 1/22/2025 0.022
Low (YTD): 1/16/2025 0.021
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   0.016
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   32.54%
Volatility 6M:   716.76%
Volatility 1Y:   -
Volatility 3Y:   -