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Goldman Sachs Put 400 SWSDF 20.12.../  DE000GP0BN44  /

EUWAX
30/07/2024  09:42:01 Chg.0.000 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.013EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 400.00 - 20/12/2024 Put
 

Master data

WKN: GP0BN4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swiss Life Holding
Type: Warrant
Option type: Put
Strike price: 400.00 -
Maturity: 20/12/2024
Issue date: 10/03/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -109.97
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.19
Parity: -2.93
Time value: 0.06
Break-even: 393.70
Moneyness: 0.58
Premium: 0.43
Premium p.a.: 1.50
Spread abs.: 0.05
Spread %: 384.62%
Delta: -0.05
Theta: -0.09
Omega: -5.36
Rho: -0.16
 

Quote data

Open: 0.013
High: 0.013
Low: 0.013
Previous Close: 0.013
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -27.78%
3 Months
  -53.57%
YTD
  -83.54%
1 Year
  -90.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.013
1M High / 1M Low: 0.017 0.013
6M High / 6M Low: 0.050 0.013
High (YTD): 05/01/2024 0.080
Low (YTD): 29/07/2024 0.013
52W High: 18/08/2023 0.170
52W Low: 29/07/2024 0.013
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.028
Avg. volume 6M:   0.000
Avg. price 1Y:   0.067
Avg. volume 1Y:   0.000
Volatility 1M:   98.67%
Volatility 6M:   122.82%
Volatility 1Y:   116.62%
Volatility 3Y:   -