OverviewChartNewsTraderScreen

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

EUWAX
11/8/2024  5:09:26 PM Chg.+0.001 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.043EUR +2.38% -
Bid Size: -		 -
Ask Size: -		 SWISS LIFE HOLDING A... 500.00 CHF 6/20/2025 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: 6/20/2025
Issue date: 7/3/2023
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -105.67
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.18
Parity: -2.39
Time value: 0.07
Break-even: 525.45
Moneyness: 0.69
Premium: 0.32
Premium p.a.: 0.57
Spread abs.: 0.03
Spread %: 69.77%
Delta: -0.07
Theta: -0.06
Omega: -7.07
Rho: -0.36
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.042
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.69%
1 Month
  -28.33%
3 Months
  -64.17%
YTD
  -88.68%
1 Year
  -90.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.047 0.042
1M High / 1M Low: 0.060 0.042
6M High / 6M Low: 0.170 0.042
High (YTD): 1/3/2024 0.390
Low (YTD): 11/6/2024 0.042
52W High: 11/23/2023 0.470
52W Low: 11/6/2024 0.042
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   0.096
Avg. volume 6M:   0.000
Avg. price 1Y:   0.189
Avg. volume 1Y:   0.000
Volatility 1M:   79.86%
Volatility 6M:   137.79%
Volatility 1Y:   116.91%
Volatility 3Y:   -