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

EUWAX
16/08/2024  10:05:54 Chg.-0.010 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.290EUR -3.33% -
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: -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): 10/01/2024 1.600
Low (YTD): 01/08/2024 0.200
52W High: 10/01/2024 1.600
52W Low: 01/08/2024 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:   -