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Goldman Sachs Put 300 SWSDF 20.12.../  DE000GZ9V4H1  /

EUWAX
2024-07-12  10:14:26 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.008EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 300.00 - 2024-12-20 Put
 

Master data

WKN: GZ9V4H
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swiss Life Holding
Type: Warrant
Option type: Put
Strike price: 300.00 -
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -88.79
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.87
Historic volatility: 0.19
Parity: -3.93
Time value: 0.08
Break-even: 292.20
Moneyness: 0.43
Premium: 0.58
Premium p.a.: 1.81
Spread abs.: 0.07
Spread %: 875.00%
Delta: -0.04
Theta: -0.10
Omega: -3.43
Rho: -0.15
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.008
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -38.46%
3 Months
  -33.33%
YTD
  -72.41%
1 Year
  -86.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.008 0.007
1M High / 1M Low: 0.015 0.007
6M High / 6M Low: 0.025 0.007
High (YTD): 2024-01-03 0.029
Low (YTD): 2024-07-08 0.007
52W High: 2023-08-18 0.070
52W Low: 2024-07-08 0.007
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.013
Avg. volume 6M:   0.000
Avg. price 1Y:   0.029
Avg. volume 1Y:   0.000
Volatility 1M:   120.79%
Volatility 6M:   148.00%
Volatility 1Y:   124.67%
Volatility 3Y:   -