Goldman Sachs Put 500 SWSDF 20.12.2024
/ DE000GP0BP67
Goldman Sachs Put 500 SWSDF 20.12.../ DE000GP0BP67 /
16/08/2024 11:22:47 |
Chg.-0.002 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.026EUR |
-7.14% |
- Bid Size: - |
- Ask Size: - |
Swiss Life Holding |
500.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
10/03/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-87.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.19 |
Parity: |
-1.94 |
Time value: |
0.08 |
Break-even: |
492.10 |
Moneyness: |
0.72 |
Premium: |
0.29 |
Premium p.a.: |
1.09 |
Spread abs.: |
0.05 |
Spread %: |
172.41% |
Delta: |
-0.08 |
Theta: |
-0.11 |
Omega: |
-7.22 |
Rho: |
-0.22 |
Quote data
Open: |
0.026 |
High: |
0.026 |
Low: |
0.026 |
Previous Close: |
0.028 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-39.53% |
1 Month |
|
|
-16.13% |
3 Months |
|
|
-60.61% |
YTD |
|
|
-88.70% |
1 Year |
|
|
-93.66% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.043 |
0.028 |
1M High / 1M Low: |
0.063 |
0.028 |
6M High / 6M Low: |
0.140 |
0.028 |
High (YTD): |
03/01/2024 |
0.240 |
Low (YTD): |
15/08/2024 |
0.028 |
52W High: |
18/08/2023 |
0.440 |
52W Low: |
15/08/2024 |
0.028 |
Avg. price 1W: |
|
0.035 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.036 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.071 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.172 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
289.12% |
Volatility 6M: |
|
178.56% |
Volatility 1Y: |
|
140.73% |
Volatility 3Y: |
|
- |