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Goldman Sachs Put 60 SGSOF 20.12..../  DE000GP4PZL8  /

EUWAX
2024-07-18  11:42:16 AM Chg.-0.003 Bid2:11:18 PM Ask2:11:18 PM Underlying Strike price Expiration date Option type
0.030EUR -9.09% 0.029
Bid Size: 10,000		 0.059
Ask Size: 3,000		 SGS SA 60.00 - 2024-12-20 Put
 

Master data

WKN: GP4PZL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS SA
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 2024-12-20
Issue date: 2023-05-15
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -101.34
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.22
Parity: -2.31
Time value: 0.08
Break-even: 59.18
Moneyness: 0.72
Premium: 0.29
Premium p.a.: 0.81
Spread abs.: 0.05
Spread %: 164.52%
Delta: -0.08
Theta: -0.01
Omega: -7.66
Rho: -0.03
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.033
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month
  -38.78%
3 Months
  -51.61%
YTD
  -84.21%
1 Year
  -83.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.035 0.030
1M High / 1M Low: 0.050 0.030
6M High / 6M Low: 0.180 0.030
High (YTD): 2024-01-10 0.230
Low (YTD): 2024-07-15 0.030
52W High: 2023-10-27 0.270
52W Low: 2024-07-15 0.030
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.039
Avg. volume 1M:   0.000
Avg. price 6M:   0.063
Avg. volume 6M:   0.000
Avg. price 1Y:   0.127
Avg. volume 1Y:   0.000
Volatility 1M:   126.99%
Volatility 6M:   126.39%
Volatility 1Y:   116.09%
Volatility 3Y:   -