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

EUWAX
2024-07-18  9:05:33 AM Chg.-0.010 Bid2:03:32 PM Ask2:03:32 PM Underlying Strike price Expiration date Option type
0.320EUR -3.03% 0.300
Bid Size: 10,000		 0.330
Ask Size: 3,000		 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: -22.16
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.22
Parity: -0.31
Time value: 0.38
Break-even: 76.25
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.21
Spread abs.: 0.08
Spread %: 25.84%
Delta: -0.35
Theta: -0.01
Omega: -7.70
Rho: -0.14
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.34%
1 Month
  -15.79%
3 Months
  -30.43%
YTD
  -73.77%
1 Year
  -56.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.270
1M High / 1M Low: 0.410 0.270
6M High / 6M Low: 1.120 0.240
High (YTD): 2024-01-10 1.370
Low (YTD): 2024-05-27 0.240
52W High: 2024-01-10 1.370
52W Low: 2024-05-27 0.240
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.347
Avg. volume 1M:   0.000
Avg. price 6M:   0.442
Avg. volume 6M:   0.000
Avg. price 1Y:   0.686
Avg. volume 1Y:   0.000
Volatility 1M:   140.84%
Volatility 6M:   127.07%
Volatility 1Y:   109.88%
Volatility 3Y:   -