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

EUWAX
8/16/2024  10:05:55 AM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.080EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: -67.38
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.25
Parity: -3.42
Time value: 0.14
Break-even: 61.37
Moneyness: 0.65
Premium: 0.37
Premium p.a.: 0.45
Spread abs.: 0.07
Spread %: 100.00%
Delta: -0.08
Theta: -0.01
Omega: -5.11
Rho: -0.07
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -20.00%
3 Months
  -33.33%
YTD
  -75.00%
1 Year
  -70.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.080
1M High / 1M Low: 0.100 0.047
6M High / 6M Low: 0.160 0.047
High (YTD): 1/10/2024 0.380
Low (YTD): 8/2/2024 0.047
52W High: 10/27/2023 0.400
52W Low: 8/2/2024 0.047
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.074
Avg. volume 1M:   0.000
Avg. price 6M:   0.112
Avg. volume 6M:   0.000
Avg. price 1Y:   0.201
Avg. volume 1Y:   0.000
Volatility 1M:   275.59%
Volatility 6M:   136.42%
Volatility 1Y:   116.29%
Volatility 3Y:   -