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

EUWAX
2024-08-16  10:58:48 AM Chg.0.000 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.120EUR 0.00% -
Bid Size: -
-
Ask Size: -
SGS N 60.00 CHF 2025-12-19 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: 2025-12-19
Issue date: 2024-02-06
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -50.27
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.25
Parity: -3.42
Time value: 0.19
Break-even: 60.88
Moneyness: 0.65
Premium: 0.37
Premium p.a.: 0.27
Spread abs.: 0.07
Spread %: 60.83%
Delta: -0.09
Theta: -0.01
Omega: -4.33
Rho: -0.14
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -20.00%
3 Months
  -36.84%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.120
1M High / 1M Low: 0.150 0.080
6M High / 6M Low: 0.230 0.080
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.120
Avg. volume 1M:   0.000
Avg. price 6M:   0.172
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   294.23%
Volatility 6M:   135.26%
Volatility 1Y:   -
Volatility 3Y:   -