OverviewChartNewsTraderScreen

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

EUWAX
8/16/2024  9:58:27 AM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.120EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 SGS SA 80.00 - 12/20/2024 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: 12/20/2024
Issue date: 5/15/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -58.45
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.25
Parity: -1.70
Time value: 0.17
Break-even: 78.34
Moneyness: 0.82
Premium: 0.19
Premium p.a.: 0.67
Spread abs.: 0.06
Spread %: 50.91%
Delta: -0.14
Theta: -0.02
Omega: -8.32
Rho: -0.05
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -63.64%
3 Months
  -72.09%
YTD
  -90.16%
1 Year
  -83.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.120
1M High / 1M Low: 0.330 0.070
6M High / 6M Low: 0.480 0.070
High (YTD): 1/10/2024 1.370
Low (YTD): 8/1/2024 0.070
52W High: 1/10/2024 1.370
52W Low: 8/1/2024 0.070
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.163
Avg. volume 1M:   0.000
Avg. price 6M:   0.340
Avg. volume 6M:   0.000
Avg. price 1Y:   0.644
Avg. volume 1Y:   0.000
Volatility 1M:   398.12%
Volatility 6M:   196.16%
Volatility 1Y:   155.07%
Volatility 3Y:   -