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

EUWAX
7/29/2024  10:11:59 AM Chg.-0.003 Bid3:05:19 PM Ask3:05:19 PM Underlying Strike price Expiration date Option type
0.029EUR -9.38% 0.030
Bid Size: 10,000		 0.060
Ask Size: 5,000		 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: -83.47
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.19
Parity: -1.93
Time value: 0.08
Break-even: 491.70
Moneyness: 0.72
Premium: 0.29
Premium p.a.: 0.91
Spread abs.: 0.05
Spread %: 151.52%
Delta: -0.08
Theta: -0.10
Omega: -7.06
Rho: -0.26
 

Quote data

Open: 0.029
High: 0.029
Low: 0.029
Previous Close: 0.032
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.33%
1 Month
  -25.64%
3 Months
  -71.00%
YTD
  -87.39%
1 Year
  -92.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.035 0.028
1M High / 1M Low: 0.037 0.028
6M High / 6M Low: 0.150 0.028
High (YTD): 1/3/2024 0.240
Low (YTD): 7/23/2024 0.028
52W High: 8/18/2023 0.440
52W Low: 7/23/2024 0.028
Avg. price 1W:   0.031
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.082
Avg. volume 6M:   0.000
Avg. price 1Y:   0.190
Avg. volume 1Y:   0.000
Volatility 1M:   122.22%
Volatility 6M:   141.51%
Volatility 1Y:   118.39%
Volatility 3Y:   -