Goldman Sachs Put 50 SGSOF 20.12..../  DE000GP4MFB8  /

EUWAX
18/10/2024  10:46:08 Chg.0.000 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.010EUR 0.00% -
Bid Size: -
-
Ask Size: -
SGS SA 50.00 - 20/12/2024 Put
 

Master data

WKN: GP4MFB
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS SA
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 20/12/2024
Issue date: 12/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -136.85
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.10
Historic volatility: 0.24
Parity: -5.26
Time value: 0.08
Break-even: 49.25
Moneyness: 0.49
Premium: 0.52
Premium p.a.: 10.77
Spread abs.: 0.07
Spread %: 1,400.00%
Delta: -0.03
Theta: -0.03
Omega: -4.69
Rho: -0.01
 

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     0.00%
1 Month     0.00%
3 Months
  -23.08%
YTD
  -85.07%
1 Year
  -90.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.010
1M High / 1M Low: 0.010 0.004
6M High / 6M Low: 0.024 0.004
High (YTD): 10/01/2024 0.090
Low (YTD): 04/10/2024 0.004
52W High: 27/10/2023 0.120
52W Low: 04/10/2024 0.004
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.013
Avg. volume 6M:   0.000
Avg. price 1Y:   0.036
Avg. volume 1Y:   0.000
Volatility 1M:   808.78%
Volatility 6M:   412.85%
Volatility 1Y:   303.69%
Volatility 3Y:   -