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

EUWAX
2024-08-16  10:49:36 AM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.050EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 SGS N 70.00 CHF 2024-12-20 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: 2024-12-20
Issue date: 2023-07-04
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -80.18
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.25
Parity: -2.37
Time value: 0.12
Break-even: 72.07
Moneyness: 0.76
Premium: 0.26
Premium p.a.: 0.95
Spread abs.: 0.07
Spread %: 146.94%
Delta: -0.10
Theta: -0.02
Omega: -7.71
Rho: -0.04
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.54%
1 Month
  -44.44%
3 Months
  -64.29%
YTD
  -90.38%
1 Year
  -86.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.064 0.050
1M High / 1M Low: 0.090 0.030
6M High / 6M Low: 0.180 0.030
High (YTD): 2024-01-10 0.620
Low (YTD): 2024-08-02 0.030
52W High: 2024-01-10 0.620
52W Low: 2024-08-02 0.030
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.059
Avg. volume 1M:   0.000
Avg. price 6M:   0.119
Avg. volume 6M:   0.000
Avg. price 1Y:   0.276
Avg. volume 1Y:   0.000
Volatility 1M:   611.32%
Volatility 6M:   270.52%
Volatility 1Y:   206.66%
Volatility 3Y:   -