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

EUWAX
02/08/2024  09:21:47 Chg.+0.010 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.100EUR +11.11% -
Bid Size: -
-
Ask Size: -
SIEMENS AG NA O.N. 80.00 - 20/06/2025 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: 20/06/2025
Issue date: 29/06/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -89.15
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.24
Parity: -7.78
Time value: 0.18
Break-even: 78.23
Moneyness: 0.51
Premium: 0.50
Premium p.a.: 0.59
Spread abs.: 0.09
Spread %: 98.88%
Delta: -0.05
Theta: -0.01
Omega: -4.05
Rho: -0.08
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month  
+11.11%
3 Months  
+11.11%
YTD
  -47.37%
1 Year
  -64.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.080
1M High / 1M Low: 0.100 0.070
6M High / 6M Low: 0.150 0.069
High (YTD): 04/01/2024 0.210
Low (YTD): 03/06/2024 0.069
52W High: 27/10/2023 0.410
52W Low: 03/06/2024 0.069
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   0.098
Avg. volume 6M:   0.000
Avg. price 1Y:   0.176
Avg. volume 1Y:   0.000
Volatility 1M:   141.09%
Volatility 6M:   129.77%
Volatility 1Y:   105.14%
Volatility 3Y:   -