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

EUWAX
7/18/2024  9:18:12 AM Chg.-0.001 Bid12:06:46 PM Ask12:06:46 PM Underlying Strike price Expiration date Option type
0.041EUR -2.38% 0.039
Bid Size: 10,000		 0.089
Ask Size: 3,000		 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: -74.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.22
Parity: -3.14
Time value: 0.11
Break-even: 50.63
Moneyness: 0.62
Premium: 0.39
Premium p.a.: 0.43
Spread abs.: 0.07
Spread %: 184.62%
Delta: -0.07
Theta: -0.01
Omega: -5.00
Rho: -0.06
 

Quote data

Open: 0.041
High: 0.041
Low: 0.041
Previous Close: 0.042
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.38%
1 Month
  -25.45%
3 Months
  -29.31%
YTD
  -68.46%
1 Year
  -70.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.043 0.041
1M High / 1M Low: 0.056 0.041
6M High / 6M Low: 0.140 0.039
High (YTD): 1/10/2024 0.170
Low (YTD): 5/24/2024 0.039
52W High: 10/27/2023 0.200
52W Low: 5/24/2024 0.039
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   0.063
Avg. volume 6M:   0.000
Avg. price 1Y:   0.101
Avg. volume 1Y:   0.000
Volatility 1M:   75.77%
Volatility 6M:   88.26%
Volatility 1Y:   106.87%
Volatility 3Y:   -