Goldman Sachs Put 60 SGSN 19.12.2.../  DE000GG3FJT9  /

EUWAX
18/10/2024  09:27:29 Chg.0.000 Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
0.090EUR 0.00% -
Bid Size: -
-
Ask Size: -
SGS N 60.00 CHF 19/12/2025 Put
 

Master data

WKN: GG3FJT
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS N
Type: Warrant
Option type: Put
Strike price: 60.00 CHF
Maturity: 19/12/2025
Issue date: 06/02/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -69.35
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -3.88
Time value: 0.15
Break-even: 62.36
Moneyness: 0.62
Premium: 0.39
Premium p.a.: 0.33
Spread abs.: 0.07
Spread %: 89.74%
Delta: -0.07
Theta: -0.01
Omega: -4.80
Rho: -0.10
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -10.00%
3 Months
  -40.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.080
1M High / 1M Low: 0.100 0.080
6M High / 6M Low: 0.200 0.080
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.090
Avg. volume 1M:   0.000
Avg. price 6M:   0.138
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.17%
Volatility 6M:   142.23%
Volatility 1Y:   -
Volatility 3Y:   -