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Goldman Sachs Put 600 SWSDF 20.12.../  DE000GP0BMY7  /

EUWAX
04/07/2024  09:58:23 Chg.- Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.120EUR - -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 600.00 - 20/12/2024 Put
 

Master data

WKN: GP0BMY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swiss Life Holding
Type: Warrant
Option type: Put
Strike price: 600.00 -
Maturity: 20/12/2024
Issue date: 10/03/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -45.55
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -0.74
Time value: 0.15
Break-even: 585.20
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.31
Spread abs.: 0.03
Spread %: 25.42%
Delta: -0.20
Theta: -0.09
Omega: -9.18
Rho: -0.69
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -42.86%
3 Months
  -72.09%
YTD
  -82.86%
1 Year
  -89.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.120
1M High / 1M Low: 0.240 0.120
6M High / 6M Low: 0.650 0.120
High (YTD): 05/01/2024 0.710
Low (YTD): 04/07/2024 0.120
52W High: 06/07/2023 1.180
52W Low: 04/07/2024 0.120
Avg. price 1W:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.171
Avg. volume 1M:   0.000
Avg. price 6M:   0.350
Avg. volume 6M:   0.000
Avg. price 1Y:   0.604
Avg. volume 1Y:   0.000
Volatility 1M:   143.59%
Volatility 6M:   146.59%
Volatility 1Y:   116.58%
Volatility 3Y:   -