Goldman Sachs Put 70 SGSN 20.12.2024
/ DE000GP7E5R1
Goldman Sachs Put 70 SGSN 20.12.2.../ DE000GP7E5R1 /
16/08/2024 10:49:36 |
Chg.0.000 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.050EUR |
0.00% |
- 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: |
-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): |
10/01/2024 |
0.620 |
Low (YTD): |
02/08/2024 |
0.030 |
52W High: |
10/01/2024 |
0.620 |
52W Low: |
02/08/2024 |
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: |
|
- |