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

EUWAX
8/30/2024  9:20:01 AM Chg.0.000 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.010EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 400.00 - 12/20/2024 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: 12/20/2024
Issue date: 3/10/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -118.75
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.19
Parity: -3.24
Time value: 0.06
Break-even: 393.90
Moneyness: 0.55
Premium: 0.46
Premium p.a.: 2.44
Spread abs.: 0.05
Spread %: 454.55%
Delta: -0.04
Theta: -0.12
Omega: -5.20
Rho: -0.12
 

Quote data

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

Performance

1 Week
  -9.09%
1 Month
  -37.50%
3 Months
  -54.55%
YTD
  -87.34%
1 Year
  -90.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.010
1M High / 1M Low: 0.023 0.010
6M High / 6M Low: 0.043 0.010
High (YTD): 1/5/2024 0.080
Low (YTD): 8/30/2024 0.010
52W High: 10/20/2023 0.140
52W Low: 8/30/2024 0.010
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.023
Avg. volume 6M:   0.000
Avg. price 1Y:   0.054
Avg. volume 1Y:   0.000
Volatility 1M:   190.05%
Volatility 6M:   141.19%
Volatility 1Y:   124.32%
Volatility 3Y:   -