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

EUWAX
2024-07-18  9:18:10 AM Chg.-0.020 Bid9:52:18 PM Ask9:52:18 PM Underlying Strike price Expiration date Option type
0.610EUR -3.17% 0.590
Bid Size: 10,000		 0.640
Ask Size: 5,000		 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: -12.40
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.22
Parity: -0.03
Time value: 0.67
Break-even: 76.08
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.09
Spread abs.: 0.08
Spread %: 13.56%
Delta: -0.39
Theta: -0.01
Omega: -4.87
Rho: -0.36
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.17%
1 Month
  -6.15%
3 Months
  -15.28%
YTD
  -58.22%
1 Year
  -34.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.550
1M High / 1M Low: 0.700 0.550
6M High / 6M Low: 1.370 0.480
High (YTD): 2024-01-10 1.600
Low (YTD): 2024-05-27 0.480
52W High: 2024-01-10 1.600
52W Low: 2024-05-27 0.480
Avg. price 1W:   0.588
Avg. volume 1W:   0.000
Avg. price 1M:   0.633
Avg. volume 1M:   0.000
Avg. price 6M:   0.697
Avg. volume 6M:   0.000
Avg. price 1Y:   0.917
Avg. volume 1Y:   0.000
Volatility 1M:   95.02%
Volatility 6M:   90.10%
Volatility 1Y:   81.62%
Volatility 3Y:   -