Goldman Sachs Put 50 SGSN 20.06.2.../  DE000GP7BX86  /

EUWAX
9/26/2024  9:23:16 AM Chg.- Bid5:49:20 PM Ask5:49:20 PM Underlying Strike price Expiration date Option type
0.021EUR - 0.024
Bid Size: 10,000
0.094
Ask Size: 5,000
SGS N 50.00 CHF 6/20/2025 Put
 

Master data

WKN: GP7BX8
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS N
Type: Warrant
Option type: Put
Strike price: 50.00 CHF
Maturity: 6/20/2025
Issue date: 7/3/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -112.55
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.24
Parity: -4.96
Time value: 0.09
Break-even: 51.96
Moneyness: 0.52
Premium: 0.49
Premium p.a.: 0.73
Spread abs.: 0.07
Spread %: 333.33%
Delta: -0.04
Theta: -0.01
Omega: -4.58
Rho: -0.04
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.019
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -32.26%
3 Months
  -58.00%
YTD
  -83.85%
1 Year
  -83.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.027 0.019
1M High / 1M Low: 0.034 0.019
6M High / 6M Low: 0.061 0.019
High (YTD): 1/10/2024 0.170
Low (YTD): 9/25/2024 0.019
52W High: 10/27/2023 0.200
52W Low: 9/25/2024 0.019
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.043
Avg. volume 6M:   0.000
Avg. price 1Y:   0.083
Avg. volume 1Y:   0.000
Volatility 1M:   120.26%
Volatility 6M:   140.57%
Volatility 1Y:   123.65%
Volatility 3Y:   -