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

EUWAX
10/11/2024  3:45:27 PM Chg.+0.010 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.070EUR +16.67% -
Bid Size: -		 -
Ask Size: -		 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: -114.01
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.24
Parity: -10.58
Time value: 0.16
Break-even: 78.37
Moneyness: 0.43
Premium: 0.58
Premium p.a.: 0.94
Spread abs.: 0.10
Spread %: 162.90%
Delta: -0.03
Theta: -0.01
Omega: -3.73
Rho: -0.05
 

Quote data

Open: 0.060
High: 0.070
Low: 0.060
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -22.22%
3 Months
  -12.50%
YTD
  -63.16%
1 Year
  -75.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.060
1M High / 1M Low: 0.090 0.060
6M High / 6M Low: 0.130 0.060
High (YTD): 1/4/2024 0.210
Low (YTD): 10/10/2024 0.060
52W High: 10/27/2023 0.410
52W Low: 10/10/2024 0.060
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.088
Avg. volume 6M:   0.000
Avg. price 1Y:   0.135
Avg. volume 1Y:   0.000
Volatility 1M:   98.61%
Volatility 6M:   138.60%
Volatility 1Y:   110.85%
Volatility 3Y:   -