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Goldman Sachs Put 80 SIE 20.06.20.../  DE000GP77448  /

EUWAX
9/10/2024  9:35:04 AM Chg.0.000 Bid9/10/2024 Ask9/10/2024 Underlying Strike price Expiration date Option type
0.100EUR 0.00% 0.100
Bid Size: 10,000		 0.150
Ask Size: 2,000		 SIEMENS AG NA O.N. 80.00 - 6/20/2025 Put
 

Master data

WKN: GP7744
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 80.00 -
Maturity: 6/20/2025
Issue date: 6/29/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -94.53
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.24
Parity: -8.26
Time value: 0.17
Break-even: 78.28
Moneyness: 0.49
Premium: 0.52
Premium p.a.: 0.71
Spread abs.: 0.07
Spread %: 68.63%
Delta: -0.04
Theta: -0.01
Omega: -4.02
Rho: -0.07
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month     0.00%
3 Months  
+11.11%
YTD
  -47.37%
1 Year
  -65.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.080
1M High / 1M Low: 0.100 0.080
6M High / 6M Low: 0.130 0.069
High (YTD): 1/4/2024 0.210
Low (YTD): 6/3/2024 0.069
52W High: 10/27/2023 0.410
52W Low: 6/3/2024 0.069
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   0.092
Avg. volume 6M:   0.000
Avg. price 1Y:   0.155
Avg. volume 1Y:   0.000
Volatility 1M:   81.34%
Volatility 6M:   136.66%
Volatility 1Y:   110.19%
Volatility 3Y:   -