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Goldman Sachs Put 70 SGSN 20.12.2.../  DE000GP7E5R1  /

EUWAX
27/09/2024  19:15:44 Chg.+0.002 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.020EUR +11.11% -
Bid Size: -		 -
Ask Size: -		 SGS N 70.00 CHF 20/12/2024 Put
 

Master data

WKN: GP7E5R
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS N
Type: Warrant
Option type: Put
Strike price: 70.00 CHF
Maturity: 20/12/2024
Issue date: 04/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -116.39
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.24
Parity: -2.84
Time value: 0.09
Break-even: 73.14
Moneyness: 0.72
Premium: 0.29
Premium p.a.: 1.98
Spread abs.: 0.07
Spread %: 388.89%
Delta: -0.07
Theta: -0.02
Omega: -8.25
Rho: -0.02
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.018
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -37.50%
3 Months
  -83.33%
YTD
  -96.15%
1 Year
  -95.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.025 0.018
1M High / 1M Low: 0.037 0.018
6M High / 6M Low: 0.170 0.018
High (YTD): 10/01/2024 0.620
Low (YTD): 26/09/2024 0.018
52W High: 10/01/2024 0.620
52W Low: 26/09/2024 0.018
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.030
Avg. volume 1M:   0.000
Avg. price 6M:   0.090
Avg. volume 6M:   0.000
Avg. price 1Y:   0.239
Avg. volume 1Y:   0.000
Volatility 1M:   117.99%
Volatility 6M:   270.73%
Volatility 1Y:   207.37%
Volatility 3Y:   -