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Goldman Sachs Put 80 SGSOF 20.12..../  DE000GP4PZF0  /

EUWAX
2024-10-18  10:48:23 AM Chg.+0.004 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.040EUR +11.11% -
Bid Size: -		 -
Ask Size: -		 SGS SA 80.00 - 2024-12-20 Put
 

Master data

WKN: GP4PZF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS SA
Type: Warrant
Option type: Put
Strike price: 80.00 -
Maturity: 2024-12-20
Issue date: 2023-05-15
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -100.63
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.24
Parity: -2.26
Time value: 0.10
Break-even: 78.98
Moneyness: 0.78
Premium: 0.23
Premium p.a.: 2.39
Spread abs.: 0.07
Spread %: 218.75%
Delta: -0.09
Theta: -0.03
Omega: -9.37
Rho: -0.02
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.036
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -38.46%
3 Months
  -87.88%
YTD
  -96.72%
1 Year
  -96.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.036
1M High / 1M Low: 0.070 0.036
6M High / 6M Low: 0.450 0.036
High (YTD): 2024-01-10 1.370
Low (YTD): 2024-10-17 0.036
52W High: 2024-01-10 1.370
52W Low: 2024-10-17 0.036
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.215
Avg. volume 6M:   0.000
Avg. price 1Y:   0.513
Avg. volume 1Y:   0.000
Volatility 1M:   298.30%
Volatility 6M:   227.05%
Volatility 1Y:   175.85%
Volatility 3Y:   -