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Goldman Sachs Put 300 SWSDF 20.06.../  DE000GP7BRY1  /

EUWAX
11/11/2024  10:35:22 AM Chg.- Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.010EUR - -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 300.00 - 6/20/2025 Put
 

Master data

WKN: GP7BRY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swiss Life Holding
Type: Warrant
Option type: Put
Strike price: 300.00 -
Maturity: 6/20/2025
Issue date: 7/3/2023
Last trading day: 11/13/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -254.20
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.18
Parity: -4.63
Time value: 0.03
Break-even: 297.00
Moneyness: 0.39
Premium: 0.61
Premium p.a.: 1.25
Spread abs.: 0.02
Spread %: 200.00%
Delta: -0.02
Theta: -0.04
Omega: -4.48
Rho: -0.10
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.010
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -16.67%
3 Months
  -44.44%
YTD
  -80.77%
1 Year
  -80.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.010
1M High / 1M Low: 0.012 0.010
6M High / 6M Low: 0.032 0.010
High (YTD): 1/5/2024 0.050
Low (YTD): 11/11/2024 0.010
52W High: 12/12/2023 0.060
52W Low: 11/11/2024 0.010
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.018
Avg. volume 6M:   0.000
Avg. price 1Y:   0.027
Avg. volume 1Y:   0.000
Volatility 1M:   72.83%
Volatility 6M:   150.33%
Volatility 1Y:   128.56%
Volatility 3Y:   -