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

EUWAX
10/06/2024  16:01:53 Chg.+0.370 Bid22:00:45 Ask22:00:45 Underlying Strike price Expiration date Option type
1.030EUR +56.06% -
Bid Size: -		 -
Ask Size: -		 ORANGE INH. ... 11.00 - 21/06/2024 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: 21/06/2024
Issue date: 24/05/2023
Last trading day: 20/06/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -9.67
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.94
Implied volatility: 0.58
Historic volatility: 0.14
Parity: 0.94
Time value: 0.10
Break-even: 9.96
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.39
Spread abs.: 0.20
Spread %: 23.81%
Delta: -0.79
Theta: -0.01
Omega: -7.68
Rho: 0.00
 

Quote data

Open: 0.980
High: 1.030
Low: 0.980
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+74.58%
1 Month  
+47.14%
3 Months  
+17.05%
YTD
  -0.96%
1 Year
  -7.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.330
1M High / 1M Low: 0.790 0.330
6M High / 6M Low: 1.040 0.330
High (YTD): 16/04/2024 1.000
Low (YTD): 05/06/2024 0.330
52W High: 04/08/2023 1.390
52W Low: 05/06/2024 0.330
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   0.645
Avg. volume 1M:   0.000
Avg. price 6M:   0.721
Avg. volume 6M:   0.000
Avg. price 1Y:   0.837
Avg. volume 1Y:   0.000
Volatility 1M:   320.38%
Volatility 6M:   204.41%
Volatility 1Y:   156.95%
Volatility 3Y:   -