OverviewChartNewsTraderScreen

Goldman Sachs Put 500 SWSDF 20.12.../  DE000GP0BP67  /

EUWAX
6/28/2024  9:55:06 AM Chg.-0.001 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.039EUR -2.50% -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 500.00 - 12/20/2024 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: 12/20/2024
Issue date: 3/10/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -75.73
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.20
Parity: -1.82
Time value: 0.09
Break-even: 491.00
Moneyness: 0.73
Premium: 0.28
Premium p.a.: 0.68
Spread abs.: 0.05
Spread %: 125.00%
Delta: -0.09
Theta: -0.08
Omega: -6.96
Rho: -0.34
 

Quote data

Open: 0.039
High: 0.039
Low: 0.039
Previous Close: 0.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month
  -36.07%
3 Months
  -56.67%
YTD
  -83.04%
1 Year
  -91.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.047 0.039
1M High / 1M Low: 0.070 0.039
6M High / 6M Low: 0.240 0.039
High (YTD): 1/3/2024 0.240
Low (YTD): 6/28/2024 0.039
52W High: 7/6/2023 0.520
52W Low: 6/28/2024 0.039
Avg. price 1W:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   0.107
Avg. volume 6M:   0.000
Avg. price 1Y:   0.224
Avg. volume 1Y:   0.000
Volatility 1M:   99.60%
Volatility 6M:   139.54%
Volatility 1Y:   114.64%
Volatility 3Y:   -