Goldman Sachs Put 500 SWSDF 20.12.2024
/ DE000GP0BP67
Goldman Sachs Put 500 SWSDF 20.12.../ DE000GP0BP67 /
2024-09-26 10:42:17 AM |
Chg.0.000 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.013EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Swiss Life Holding |
500.00 - |
2024-12-20 |
Put |
Master data
WKN: |
GP0BP6 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Swiss Life Holding |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
500.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-03-10 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-116.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.61 |
Historic volatility: |
0.19 |
Parity: |
-2.48 |
Time value: |
0.06 |
Break-even: |
493.60 |
Moneyness: |
0.67 |
Premium: |
0.34 |
Premium p.a.: |
2.52 |
Spread abs.: |
0.05 |
Spread %: |
357.14% |
Delta: |
-0.06 |
Theta: |
-0.15 |
Omega: |
-7.06 |
Rho: |
-0.12 |
Quote data
Open: |
0.013 |
High: |
0.013 |
Low: |
0.013 |
Previous Close: |
0.013 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.75% |
1 Month |
|
|
-43.48% |
3 Months |
|
|
-67.50% |
YTD |
|
|
-94.35% |
1 Year |
|
|
-95.94% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.016 |
0.013 |
1M High / 1M Low: |
0.023 |
0.013 |
6M High / 6M Low: |
0.140 |
0.013 |
High (YTD): |
2024-01-03 |
0.240 |
Low (YTD): |
2024-09-26 |
0.013 |
52W High: |
2023-10-20 |
0.370 |
52W Low: |
2024-09-26 |
0.013 |
Avg. price 1W: |
|
0.014 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.019 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.053 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.133 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
120.75% |
Volatility 6M: |
|
154.22% |
Volatility 1Y: |
|
142.70% |
Volatility 3Y: |
|
- |