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Goldman Sachs Put 500 SWSDF 20.12.../  DE000GP0BP67  /

EUWAX
2024-09-24  9:50:21 AM Chg.-0.001 Bid2024-09-24 Ask2024-09-24 Underlying Strike price Expiration date Option type
0.014EUR -6.67% 0.014
Bid Size: 10,000		 0.044
Ask Size: 3,000		 Swiss Life Holding 500.00 - 2024-12-20 Put
 

Master data

WKN: GP0BP6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swiss Life Holding
Type: Warrant
Option type: Put
Strike price: 500.00 -
Maturity: 2024-12-20
Issue date: 2023-03-10
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -114.68
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.19
Parity: -2.45
Time value: 0.07
Break-even: 493.50
Moneyness: 0.67
Premium: 0.34
Premium p.a.: 2.39
Spread abs.: 0.05
Spread %: 333.33%
Delta: -0.06
Theta: -0.15
Omega: -7.05
Rho: -0.12
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.015
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month
  -41.67%
3 Months
  -70.21%
YTD
  -93.91%
1 Year
  -95.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.015
1M High / 1M Low: 0.024 0.015
6M High / 6M Low: 0.140 0.015
High (YTD): 2024-01-03 0.240
Low (YTD): 2024-09-23 0.015
52W High: 2023-10-20 0.370
52W Low: 2024-09-23 0.015
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.054
Avg. volume 6M:   0.000
Avg. price 1Y:   0.136
Avg. volume 1Y:   0.000
Volatility 1M:   124.55%
Volatility 6M:   154.89%
Volatility 1Y:   142.92%
Volatility 3Y:   -