Goldman Sachs Put 60 SNW 19.12.20.../  DE000GG3LDW4  /

EUWAX
2024-05-03  10:08:51 AM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% -
Bid Size: -
-
Ask Size: -
SANOFI SA INHABER ... 60.00 EUR 2025-12-19 Put
 

Master data

WKN: GG3LDW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SANOFI SA INHABER EO 2
Type: Warrant
Option type: Put
Strike price: 60.00 EUR
Maturity: 2025-12-19
Issue date: 2024-02-08
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -27.93
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.26
Parity: -3.19
Time value: 0.33
Break-even: 56.71
Moneyness: 0.65
Premium: 0.38
Premium p.a.: 0.22
Spread abs.: 0.21
Spread %: 165.32%
Delta: -0.11
Theta: -0.01
Omega: -3.16
Rho: -0.22
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -18.75%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: 0.200 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.137
Avg. volume 1W:   0.000
Avg. price 1M:   0.169
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -