Goldman Sachs Put 700 SLHN 19.12.2025
/ DE000GJ5NP87
Goldman Sachs Put 700 SLHN 19.12..../ DE000GJ5NP87 /
| 1/23/2025 10:31:05 AM |
Chg.-0.010 |
Bid5:30:05 PM |
Ask5:30:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-1.96% |
0.500
Bid Size: 10,000 |
0.550
Ask Size: 5,000 |
SWISS LIFE HOLDING A... |
700.00 CHF |
12/19/2025 |
Put |
Master data
| WKN: |
GJ5NP8 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
700.00 CHF |
| Maturity: |
12/19/2025 |
| Issue date: |
10/21/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-0.31 |
| Time value: |
0.58 |
| Break-even: |
683.66 |
| Moneyness: |
0.96 |
| Premium: |
0.12 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
9.43% |
| Delta: |
-0.35 |
| Theta: |
-0.09 |
| Omega: |
-4.69 |
| Rho: |
-2.98 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.25% |
| 1 Month |
|
|
-31.51% |
| 3 Months |
|
|
-27.54% |
| YTD |
|
|
-26.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.510 |
| 1M High / 1M Low: |
0.730 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
0.700 |
| Low (YTD): |
1/22/2025 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.618 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |