Goldman Sachs Put 80 SGSOF 20.12.2024
/ DE000GP4PZF0
Goldman Sachs Put 80 SGSOF 20.12..../ DE000GP4PZF0 /
7/18/2024 9:05:33 AM |
Chg.-0.010 |
Bid3:57:10 PM |
Ask3:57:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
-3.03% |
0.290 Bid Size: 10,000 |
0.320 Ask Size: 3,000 |
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: |
-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): |
1/10/2024 |
1.370 |
Low (YTD): |
5/27/2024 |
0.240 |
52W High: |
1/10/2024 |
1.370 |
52W Low: |
5/27/2024 |
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: |
|
- |