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

EUWAX
8/16/2024  10:05:55 AM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.042EUR 0.00% -
Bid Size: -
-
Ask Size: -
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: -87.41
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.25
Parity: -4.47
Time value: 0.11
Break-even: 51.23
Moneyness: 0.54
Premium: 0.47
Premium p.a.: 0.58
Spread abs.: 0.07
Spread %: 177.50%
Delta: -0.05
Theta: -0.01
Omega: -4.36
Rho: -0.05
 

Quote data

Open: 0.042
High: 0.042
Low: 0.042
Previous Close: 0.042
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month     0.00%
3 Months
  -17.65%
YTD
  -67.69%
1 Year
  -67.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.040
1M High / 1M Low: 0.049 0.024
6M High / 6M Low: 0.074 0.024
High (YTD): 1/10/2024 0.170
Low (YTD): 8/2/2024 0.024
52W High: 10/27/2023 0.200
52W Low: 8/2/2024 0.024
Avg. price 1W:   0.043
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.051
Avg. volume 6M:   0.000
Avg. price 1Y:   0.093
Avg. volume 1Y:   0.000
Volatility 1M:   270.77%
Volatility 6M:   135.18%
Volatility 1Y:   127.62%
Volatility 3Y:   -