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Goldman Sachs Put 11 FTE 21.06.20.../  DE000GP47JZ9  /

EUWAX
5/31/2024  9:38:15 AM Chg.-0.130 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.620EUR -17.33% -
Bid Size: -		 -
Ask Size: -		 ORANGE INH. ... 11.00 - 6/21/2024 Put
 

Master data

WKN: GP47JZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Put
Strike price: 11.00 -
Maturity: 6/21/2024
Issue date: 5/24/2023
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -15.11
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.28
Implied volatility: 0.57
Historic volatility: 0.13
Parity: 0.28
Time value: 0.44
Break-even: 10.29
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 1.07
Spread abs.: 0.20
Spread %: 39.22%
Delta: -0.54
Theta: -0.01
Omega: -8.21
Rho: 0.00
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.750
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.07%
1 Month
  -31.11%
3 Months
  -24.39%
YTD
  -40.38%
1 Year
  -44.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.620
1M High / 1M Low: 0.900 0.520
6M High / 6M Low: 1.040 0.400
High (YTD): 4/16/2024 1.000
Low (YTD): 1/23/2024 0.400
52W High: 8/4/2023 1.390
52W Low: 1/23/2024 0.400
Avg. price 1W:   0.712
Avg. volume 1W:   0.000
Avg. price 1M:   0.728
Avg. volume 1M:   0.000
Avg. price 6M:   0.722
Avg. volume 6M:   0.000
Avg. price 1Y:   0.849
Avg. volume 1Y:   0.000
Volatility 1M:   160.52%
Volatility 6M:   174.21%
Volatility 1Y:   138.28%
Volatility 3Y:   -