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Goldman Sachs Put 600 SWSDF 20.12.../  DE000GP0BMY7  /

EUWAX
2024-09-23  9:26:30 AM Chg.+0.001 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.043EUR +2.38% -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 600.00 - 2024-12-20 Put
 

Master data

WKN: GP0BMY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swiss Life Holding
Type: Warrant
Option type: Put
Strike price: 600.00 -
Maturity: 2024-12-20
Issue date: 2023-03-10
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -79.29
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.19
Parity: -1.37
Time value: 0.09
Break-even: 590.70
Moneyness: 0.81
Premium: 0.20
Premium p.a.: 1.12
Spread abs.: 0.05
Spread %: 116.28%
Delta: -0.12
Theta: -0.16
Omega: -9.42
Rho: -0.23
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.042
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.24%
1 Month
  -46.25%
3 Months
  -73.13%
YTD
  -93.86%
1 Year
  -94.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.049 0.042
1M High / 1M Low: 0.080 0.042
6M High / 6M Low: 0.510 0.042
High (YTD): 2024-01-05 0.710
Low (YTD): 2024-09-20 0.042
52W High: 2023-10-20 0.910
52W Low: 2024-09-20 0.042
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.198
Avg. volume 6M:   0.000
Avg. price 1Y:   0.414
Avg. volume 1Y:   0.000
Volatility 1M:   171.30%
Volatility 6M:   197.33%
Volatility 1Y:   166.80%
Volatility 3Y:   -