Goldman Sachs Put 60 SGSN 20.06.2.../  DE000GP7BXP7  /

EUWAX
2024-05-29  10:59:16 AM Chg.+0.010 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.100EUR +11.11% -
Bid Size: -
-
Ask Size: -
SGS N 60.00 CHF 2025-06-20 Put
 

Master data

WKN: GP7BXP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS N
Type: Warrant
Option type: Put
Strike price: 60.00 CHF
Maturity: 2025-06-20
Issue date: 2023-07-03
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -52.99
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.22
Parity: -2.47
Time value: 0.16
Break-even: 58.96
Moneyness: 0.71
Premium: 0.31
Premium p.a.: 0.29
Spread abs.: 0.07
Spread %: 76.92%
Delta: -0.10
Theta: -0.01
Omega: -5.28
Rho: -0.11
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -16.67%
3 Months
  -33.33%
YTD
  -68.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.090
1M High / 1M Low: 0.140 0.090
6M High / 6M Low: 0.380 0.090
High (YTD): 2024-01-10 0.380
Low (YTD): 2024-05-28 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.116
Avg. volume 1M:   0.000
Avg. price 6M:   0.198
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.48%
Volatility 6M:   89.44%
Volatility 1Y:   -
Volatility 3Y:   -