Goldman Sachs Put 80 SGSN 19.06.2.../  DE000GJ3HGF7  /

EUWAX
27/09/2024  21:07:18 Chg.+0.090 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.540EUR +20.00% -
Bid Size: -
-
Ask Size: -
SGS N 80.00 CHF 19/06/2026 Put
 

Master data

WKN: GJ3HGF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS N
Type: Warrant
Option type: Put
Strike price: 80.00 CHF
Maturity: 19/06/2026
Issue date: 09/09/2024
Last trading day: 18/06/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.93
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -1.78
Time value: 0.51
Break-even: 79.45
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.12
Spread abs.: 0.07
Spread %: 15.77%
Delta: -0.20
Theta: -0.01
Omega: -3.94
Rho: -0.44
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.430
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.474
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -