Goldman Sachs Put 700 SLHN 21.03.2025
/ DE000GJ5NP95
Goldman Sachs Put 700 SLHN 21.03..../ DE000GJ5NP95 /
| 1/23/2025 10:31:05 AM |
Chg.-0.010 |
Bid1:42:59 PM |
Ask1:42:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-9.09% |
0.100
Bid Size: 30,000 |
0.110
Ask Size: 30,000 |
SWISS LIFE HOLDING A... |
700.00 CHF |
3/21/2025 |
Put |
Master data
| WKN: |
GJ5NP9 |
| 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: |
3/21/2025 |
| Issue date: |
10/21/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-50.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-0.31 |
| Time value: |
0.15 |
| Break-even: |
726.46 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.03 |
| Spread %: |
24.59% |
| Delta: |
-0.30 |
| Theta: |
-0.21 |
| Omega: |
-15.41 |
| Rho: |
-0.39 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.50% |
| 1 Month |
|
|
-66.67% |
| 3 Months |
|
|
-66.67% |
| YTD |
|
|
-60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.110 |
| 1M High / 1M Low: |
0.300 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
0.260 |
| Low (YTD): |
1/22/2025 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.195 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |