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Goldman Sachs Put 500 SLHN 20.06..../  DE000GP7BYF6  /

EUWAX
2024-07-04  10:53:07 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.100EUR - -
Bid Size: -		 -
Ask Size: -		 SWISS LIFE HOLDING A... 500.00 CHF 2025-06-20 Put
 

Master data

WKN: GP7BYF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Put
Strike price: 500.00 CHF
Maturity: 2025-06-20
Issue date: 2023-07-03
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -43.86
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.20
Parity: -1.62
Time value: 0.15
Break-even: 498.37
Moneyness: 0.76
Premium: 0.26
Premium p.a.: 0.27
Spread abs.: 0.05
Spread %: 48.08%
Delta: -0.13
Theta: -0.05
Omega: -5.56
Rho: -0.97
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -33.33%
3 Months
  -58.33%
YTD
  -73.68%
1 Year
  -84.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.100
1M High / 1M Low: 0.170 0.100
6M High / 6M Low: 0.340 0.100
High (YTD): 2024-01-03 0.390
Low (YTD): 2024-07-04 0.100
52W High: 2023-07-10 0.660
52W Low: 2024-07-04 0.100
Avg. price 1W:   0.103
Avg. volume 1W:   0.000
Avg. price 1M:   0.133
Avg. volume 1M:   0.000
Avg. price 6M:   0.206
Avg. volume 6M:   0.000
Avg. price 1Y:   0.339
Avg. volume 1Y:   0.000
Volatility 1M:   93.16%
Volatility 6M:   94.36%
Volatility 1Y:   86.51%
Volatility 3Y:   -