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Goldman Sachs Put 60 SGSN 20.06.2.../  DE000GP7BXP7  /

EUWAX
7/18/2024  9:18:13 AM Chg.0.000 Bid5:30:14 PM Ask5:30:14 PM Underlying Strike price Expiration date Option type
0.100EUR 0.00% 0.090
Bid Size: 10,000		 0.140
Ask Size: 5,000		 SGS N 60.00 CHF 6/20/2025 Put
 

Master data

WKN: GP7BXP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS N
Type: Warrant
Option type: Put
Strike price: 60.00 CHF
Maturity: 6/20/2025
Issue date: 7/3/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -56.92
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.22
Parity: -2.10
Time value: 0.15
Break-even: 60.63
Moneyness: 0.75
Premium: 0.27
Premium p.a.: 0.30
Spread abs.: 0.06
Spread %: 62.22%
Delta: -0.11
Theta: -0.01
Omega: -6.13
Rho: -0.10
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month
  -16.67%
3 Months
  -28.57%
YTD
  -68.75%
1 Year
  -64.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.090
1M High / 1M Low: 0.120 0.090
6M High / 6M Low: 0.310 0.090
High (YTD): 1/10/2024 0.380
Low (YTD): 7/16/2024 0.090
52W High: 10/27/2023 0.400
52W Low: 7/16/2024 0.090
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.138
Avg. volume 6M:   0.000
Avg. price 1Y:   0.216
Avg. volume 1Y:   0.000
Volatility 1M:   80.44%
Volatility 6M:   92.30%
Volatility 1Y:   90.05%
Volatility 3Y:   -