Goldman Sachs Put 80 SGSN 20.06.2025
/ DE000GP7BWM6
Goldman Sachs Put 80 SGSN 20.06.2.../ DE000GP7BWM6 /
| 26/09/2024 09:23:16 |
Chg.- |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SGS N |
80.00 CHF |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
03/07/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-42.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-1.78 |
| Time value: |
0.24 |
| Break-even: |
82.18 |
| Moneyness: |
0.83 |
| Premium: |
0.20 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.07 |
| Spread %: |
40.94% |
| Delta: |
-0.16 |
| Theta: |
-0.01 |
| Omega: |
-6.81 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.81% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-76.81% |
| YTD |
|
|
-89.04% |
| 1 Year |
|
|
-86.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.160 |
| 1M High / 1M Low: |
0.260 |
0.160 |
| 6M High / 6M Low: |
0.750 |
0.160 |
| High (YTD): |
10/01/2024 |
1.600 |
| Low (YTD): |
26/09/2024 |
0.160 |
| 52W High: |
10/01/2024 |
1.600 |
| 52W Low: |
26/09/2024 |
0.160 |
| Avg. price 1W: |
|
0.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.222 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.481 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.796 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
99.63% |
| Volatility 6M: |
|
136.63% |
| Volatility 1Y: |
|
111.50% |
| Volatility 3Y: |
|
- |
