Goldman Sachs Put 50 SGSN 19.06.2.../  DE000GJ3H8N8  /

EUWAX
9/27/2024  9:07:04 PM Chg.+0.010 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.090EUR +12.50% -
Bid Size: -
-
Ask Size: -
SGS N 50.00 CHF 6/19/2026 Put
 

Master data

WKN: GJ3H8N
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS N
Type: Warrant
Option type: Put
Strike price: 50.00 CHF
Maturity: 6/19/2026
Issue date: 9/9/2024
Last trading day: 6/18/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -68.28
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.24
Parity: -4.96
Time value: 0.15
Break-even: 51.37
Moneyness: 0.52
Premium: 0.50
Premium p.a.: 0.26
Spread abs.: 0.07
Spread %: 87.50%
Delta: -0.05
Theta: 0.00
Omega: -3.59
Rho: -0.12
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.070
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -