Goldman Sachs Put 80 SGSN 20.06.2025
/ DE000GP7BWM6
Goldman Sachs Put 80 SGSN 20.06.2.../ DE000GP7BWM6 /
2024-08-16 10:05:54 AM |
Chg.-0.010 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
-3.33% |
- Bid Size: - |
- Ask Size: - |
SGS N |
80.00 CHF |
2025-06-20 |
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: |
2025-06-20 |
Issue date: |
2023-07-03 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-28.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.25 |
Parity: |
-1.33 |
Time value: |
0.34 |
Break-even: |
80.31 |
Moneyness: |
0.86 |
Premium: |
0.17 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.06 |
Spread %: |
22.06% |
Delta: |
-0.21 |
Theta: |
-0.01 |
Omega: |
-5.92 |
Rho: |
-0.20 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.300 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.14% |
1 Month |
|
|
-53.97% |
3 Months |
|
|
-57.97% |
YTD |
|
|
-80.14% |
1 Year |
|
|
-68.82% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.290 |
1M High / 1M Low: |
0.630 |
0.200 |
6M High / 6M Low: |
0.750 |
0.200 |
High (YTD): |
2024-01-10 |
1.600 |
Low (YTD): |
2024-08-01 |
0.200 |
52W High: |
2024-01-10 |
1.600 |
52W Low: |
2024-08-01 |
0.200 |
Avg. price 1W: |
|
0.316 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.356 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.581 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.875 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
274.53% |
Volatility 6M: |
|
135.54% |
Volatility 1Y: |
|
110.60% |
Volatility 3Y: |
|
- |