Goldman Sachs Put 60 SGSOF 20.12.2024
/ DE000GP4PZL8
Goldman Sachs Put 60 SGSOF 20.12..../ DE000GP4PZL8 /
2024-08-16 9:58:27 AM |
Chg.0.000 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.025EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
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: |
-102.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.60 |
Historic volatility: |
0.25 |
Parity: |
-3.70 |
Time value: |
0.10 |
Break-even: |
59.05 |
Moneyness: |
0.62 |
Premium: |
0.39 |
Premium p.a.: |
1.62 |
Spread abs.: |
0.07 |
Spread %: |
295.83% |
Delta: |
-0.06 |
Theta: |
-0.01 |
Omega: |
-5.81 |
Rho: |
-0.02 |
Quote data
Open: |
0.025 |
High: |
0.025 |
Low: |
0.025 |
Previous Close: |
0.025 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.88% |
1 Month |
|
|
-24.24% |
3 Months |
|
|
-46.81% |
YTD |
|
|
-86.84% |
1 Year |
|
|
-86.11% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.032 |
0.025 |
1M High / 1M Low: |
0.037 |
0.014 |
6M High / 6M Low: |
0.076 |
0.014 |
High (YTD): |
2024-01-10 |
0.230 |
Low (YTD): |
2024-08-02 |
0.014 |
52W High: |
2023-10-27 |
0.270 |
52W Low: |
2024-08-02 |
0.014 |
Avg. price 1W: |
|
0.028 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.026 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.046 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.115 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
422.47% |
Volatility 6M: |
|
202.09% |
Volatility 1Y: |
|
163.94% |
Volatility 3Y: |
|
- |