Goldman Sachs Put 600 SLHN 21.03..../  DE000GG8JW53  /

EUWAX
1/22/2025  10:39:27 AM Chg.-0.001 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.034EUR -2.86% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 600.00 CHF 3/21/2025 Put
 

Master data

WKN: GG8JW5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Put
Strike price: 600.00 CHF
Maturity: 3/21/2025
Issue date: 5/24/2024
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -87.38
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.16
Parity: -1.25
Time value: 0.09
Break-even: 626.54
Moneyness: 0.84
Premium: 0.18
Premium p.a.: 1.77
Spread abs.: 0.05
Spread %: 135.14%
Delta: -0.12
Theta: -0.22
Omega: -10.85
Rho: -0.16
 

Quote data

Open: 0.034
High: 0.034
Low: 0.034
Previous Close: 0.035
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month
  -34.62%
3 Months
  -46.88%
YTD
  -27.66%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.038 0.034
1M High / 1M Low: 0.052 0.034
6M High / 6M Low: 0.360 0.034
High (YTD): 1/13/2025 0.046
Low (YTD): 1/22/2025 0.034
52W High: - -
52W Low: - -
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   0.089
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.25%
Volatility 6M:   200.34%
Volatility 1Y:   -
Volatility 3Y:   -