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

EUWAX
2024-07-12  10:51:35 AM Chg.+0.001 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.015EUR +7.14% -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 400.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-03-10
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -106.55
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.19
Parity: -2.93
Time value: 0.07
Break-even: 393.50
Moneyness: 0.58
Premium: 0.43
Premium p.a.: 1.26
Spread abs.: 0.05
Spread %: 333.33%
Delta: -0.05
Theta: -0.08
Omega: -5.29
Rho: -0.18
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.014
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -42.31%
3 Months
  -53.13%
YTD
  -81.01%
1 Year
  -91.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.014
1M High / 1M Low: 0.030 0.014
6M High / 6M Low: 0.070 0.014
High (YTD): 2024-01-05 0.080
Low (YTD): 2024-07-11 0.014
52W High: 2023-07-12 0.180
52W Low: 2024-07-11 0.014
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.021
Avg. volume 1M:   0.000
Avg. price 6M:   0.032
Avg. volume 6M:   0.000
Avg. price 1Y:   0.075
Avg. volume 1Y:   0.000
Volatility 1M:   95.83%
Volatility 6M:   124.65%
Volatility 1Y:   114.98%
Volatility 3Y:   -