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Goldman Sachs Put 400 SWSDF 20.12.../  DE000GP0BN44  /

EUWAX
2024-06-21  11:12:56 AM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.024EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 400.00 - 2024-12-20 Put
 

Master data

WKN: GP0BN4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swiss Life Holding
Type: Warrant
Option type: Put
Strike price: 400.00 -
Maturity: 2024-12-20
Issue date: 2023-03-10
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -92.11
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.20
Parity: -2.82
Time value: 0.07
Break-even: 392.60
Moneyness: 0.59
Premium: 0.42
Premium p.a.: 1.04
Spread abs.: 0.05
Spread %: 208.33%
Delta: -0.06
Theta: -0.08
Omega: -5.10
Rho: -0.22
 

Quote data

Open: 0.024
High: 0.024
Low: 0.024
Previous Close: 0.024
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month  
+20.00%
3 Months
  -7.69%
YTD
  -69.62%
1 Year
  -87.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.024
1M High / 1M Low: 0.030 0.017
6M High / 6M Low: 0.080 0.017
High (YTD): 2024-01-05 0.080
Low (YTD): 2024-05-28 0.017
52W High: 2023-07-10 0.200
52W Low: 2024-05-28 0.017
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   0.038
Avg. volume 6M:   0.000
Avg. price 1Y:   0.083
Avg. volume 1Y:   0.000
Volatility 1M:   110.89%
Volatility 6M:   123.70%
Volatility 1Y:   115.50%
Volatility 3Y:   -