OverviewChartNewsTraderScreen

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

EUWAX
2024-07-26  11:08:31 AM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.090EUR -10.00% -
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: -48.86
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.19
Parity: -1.73
Time value: 0.14
Break-even: 507.00
Moneyness: 0.75
Premium: 0.27
Premium p.a.: 0.30
Spread abs.: 0.05
Spread %: 54.35%
Delta: -0.12
Theta: -0.05
Omega: -5.75
Rho: -0.86
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -10.00%
3 Months
  -60.87%
YTD
  -76.32%
1 Year
  -81.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.080
1M High / 1M Low: 0.110 0.080
6M High / 6M Low: 0.270 0.080
High (YTD): 2024-01-03 0.390
Low (YTD): 2024-07-24 0.080
52W High: 2023-08-18 0.580
52W Low: 2024-07-24 0.080
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.178
Avg. volume 6M:   0.000
Avg. price 1Y:   0.308
Avg. volume 1Y:   0.000
Volatility 1M:   136.40%
Volatility 6M:   102.50%
Volatility 1Y:   92.21%
Volatility 3Y:   -