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Goldman Sachs Put 80 SGSN 20.06.2.../  DE000GP7BWM6  /

EUWAX
10/18/2024  10:51:27 AM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.160EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 SGS N 80.00 CHF 6/20/2025 Put
 

Master data

WKN: GP7BWM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS N
Type: Warrant
Option type: Put
Strike price: 80.00 CHF
Maturity: 6/20/2025
Issue date: 7/3/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -46.23
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -1.75
Time value: 0.22
Break-even: 82.90
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.30
Spread abs.: 0.07
Spread %: 46.05%
Delta: -0.16
Theta: -0.01
Omega: -7.28
Rho: -0.12
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.79%
1 Month
  -23.81%
3 Months
  -74.19%
YTD
  -89.04%
1 Year
  -87.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.160
1M High / 1M Low: 0.240 0.160
6M High / 6M Low: 0.710 0.160
High (YTD): 1/10/2024 1.600
Low (YTD): 10/18/2024 0.160
52W High: 1/10/2024 1.600
52W Low: 10/18/2024 0.160
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.194
Avg. volume 1M:   0.000
Avg. price 6M:   0.427
Avg. volume 6M:   0.000
Avg. price 1Y:   0.739
Avg. volume 1Y:   0.000
Volatility 1M:   215.73%
Volatility 6M:   157.24%
Volatility 1Y:   124.39%
Volatility 3Y:   -