Goldman Sachs Put 60 SGSN 21.03.2.../  DE000GG992R9  /

EUWAX
8/16/2024  9:48:36 AM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.046EUR 0.00% -
Bid Size: -
-
Ask Size: -
SGS N 60.00 CHF 3/21/2025 Put
 

Master data

WKN: GG992R
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS N
Type: Warrant
Option type: Put
Strike price: 60.00 CHF
Maturity: 3/21/2025
Issue date: 6/7/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -66.91
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.25
Parity: -3.42
Time value: 0.15
Break-even: 61.36
Moneyness: 0.65
Premium: 0.37
Premium p.a.: 0.70
Spread abs.: 0.10
Spread %: 229.55%
Delta: -0.08
Theta: -0.01
Omega: -5.17
Rho: -0.05
 

Quote data

Open: 0.046
High: 0.046
Low: 0.046
Previous Close: 0.046
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.33%
1 Month
  -20.69%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.046
1M High / 1M Low: 0.070 0.029
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.047
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   321.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -