Goldman Sachs Put 150 SAP 19.12.2.../  DE000GG1N8T5  /

EUWAX
2024-05-15  9:00:26 AM Chg.+0.020 Bid11:31:39 AM Ask11:31:39 AM Underlying Strike price Expiration date Option type
0.860EUR +2.38% 0.870
Bid Size: 5,000
0.970
Ask Size: 5,000
SAP SE O.N. 150.00 EUR 2025-12-19 Put
 

Master data

WKN: GG1N8T
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Put
Strike price: 150.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-03
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -18.39
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.21
Parity: -2.47
Time value: 0.95
Break-even: 140.50
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.12
Spread abs.: 0.13
Spread %: 15.85%
Delta: -0.22
Theta: -0.01
Omega: -4.03
Rho: -0.76
 

Quote data

Open: 0.860
High: 0.860
Low: 0.860
Previous Close: 0.840
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.88%
1 Month
  -9.47%
3 Months
  -28.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.810
1M High / 1M Low: 1.140 0.810
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.822
Avg. volume 1W:   0.000
Avg. price 1M:   0.940
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -