Goldman Sachs Put 400 SWSDF 20.12.2024
/ DE000GP0BN44
Goldman Sachs Put 400 SWSDF 20.12.../ DE000GP0BN44 /
2024-09-24 9:50:20 AM |
Chg.0.000 |
Bid2024-09-24 |
Ask2024-09-24 |
Underlying |
Strike price |
Expiration date |
Option type |
0.007EUR |
0.00% |
0.007 Bid Size: 30,000 |
0.027 Ask Size: 30,000 |
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: |
-130.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.83 |
Historic volatility: |
0.19 |
Parity: |
-3.45 |
Time value: |
0.06 |
Break-even: |
394.30 |
Moneyness: |
0.54 |
Premium: |
0.47 |
Premium p.a.: |
4.05 |
Spread abs.: |
0.05 |
Spread %: |
714.29% |
Delta: |
-0.04 |
Theta: |
-0.15 |
Omega: |
-5.20 |
Rho: |
-0.08 |
Quote data
Open: |
0.007 |
High: |
0.007 |
Low: |
0.007 |
Previous Close: |
0.007 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.22% |
1 Month |
|
|
-36.36% |
3 Months |
|
|
-66.67% |
YTD |
|
|
-91.14% |
1 Year |
|
|
-93.64% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.009 |
0.007 |
1M High / 1M Low: |
0.011 |
0.007 |
6M High / 6M Low: |
0.043 |
0.007 |
High (YTD): |
2024-01-05 |
0.080 |
Low (YTD): |
2024-09-23 |
0.007 |
52W High: |
2023-10-20 |
0.140 |
52W Low: |
2024-09-23 |
0.007 |
Avg. price 1W: |
|
0.008 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.010 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.020 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.047 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
115.49% |
Volatility 6M: |
|
129.16% |
Volatility 1Y: |
|
125.45% |
Volatility 3Y: |
|
- |