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

EUWAX
9/26/2024  9:19:37 AM Chg.- Bid5:30:11 PM Ask5:30:11 PM Underlying Strike price Expiration date Option type
0.008EUR - 0.010
Bid Size: 10,000		 0.110
Ask Size: 5,000		 SGS SA 60.00 - 12/20/2024 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: 12/20/2024
Issue date: 5/15/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -129.65
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.24
Parity: -4.24
Time value: 0.08
Break-even: 59.21
Moneyness: 0.59
Premium: 0.42
Premium p.a.: 3.62
Spread abs.: 0.07
Spread %: 777.78%
Delta: -0.05
Theta: -0.02
Omega: -5.88
Rho: -0.01
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.008
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -46.67%
3 Months
  -80.95%
YTD
  -95.79%
1 Year
  -96.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.008
1M High / 1M Low: 0.017 0.008
6M High / 6M Low: 0.062 0.008
High (YTD): 1/10/2024 0.230
Low (YTD): 9/26/2024 0.008
52W High: 10/27/2023 0.270
52W Low: 9/26/2024 0.008
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.035
Avg. volume 6M:   0.000
Avg. price 1Y:   0.098
Avg. volume 1Y:   0.000
Volatility 1M:   146.29%
Volatility 6M:   208.34%
Volatility 1Y:   166.43%
Volatility 3Y:   -