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

EUWAX
2024-10-18  10:08:04 AM Chg.-0.010 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.460EUR -2.13% -
Bid Size: -
-
Ask Size: -
SGS N 80.00 CHF 2026-06-19 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: 2026-06-19
Issue date: 2024-09-09
Last trading day: 2026-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.63
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -1.75
Time value: 0.52
Break-even: 79.89
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.13
Spread abs.: 0.07
Spread %: 15.45%
Delta: -0.20
Theta: -0.01
Omega: -3.98
Rho: -0.43
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.12%
1 Month
  -9.80%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.460
1M High / 1M Low: 0.560 0.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.464
Avg. volume 1W:   0.000
Avg. price 1M:   0.492
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -