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Goldman Sachs Put 12.81 WB 17.01..../  DE000GZ9TSM0  /

EUWAX
2024-05-31  9:53:12 AM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.470EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Weibo Corporation 12.81 USD 2025-01-17 Put
 

Master data

WKN: GZ9TSM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Weibo Corporation
Type: Warrant
Option type: Put
Strike price: 12.81 USD
Maturity: 2025-01-17
Issue date: 2023-03-09
Last trading day: 2025-01-16
Ratio: 8.54:1
Exercise type: American
Quanto: No
Gearing: -2.07
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.43
Implied volatility: 0.57
Historic volatility: 0.44
Parity: 0.43
Time value: 0.03
Break-even: 7.87
Moneyness: 1.45
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 2.22%
Delta: -0.70
Theta: 0.00
Omega: -1.46
Rho: -0.06
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -2.08%
3 Months
  -11.32%
YTD  
+20.51%
1 Year  
+27.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.450
1M High / 1M Low: 0.480 0.390
6M High / 6M Low: 0.610 0.390
High (YTD): 2024-01-31 0.610
Low (YTD): 2024-05-17 0.390
52W High: 2024-01-31 0.610
52W Low: 2023-08-01 0.280
Avg. price 1W:   0.468
Avg. volume 1W:   0.000
Avg. price 1M:   0.433
Avg. volume 1M:   0.000
Avg. price 6M:   0.505
Avg. volume 6M:   0.000
Avg. price 1Y:   0.430
Avg. volume 1Y:   0.000
Volatility 1M:   67.00%
Volatility 6M:   57.27%
Volatility 1Y:   76.23%
Volatility 3Y:   -