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

EUWAX
2024-09-23  9:19:21 AM Chg.+0.020 Bid9:38:04 AM Ask9:38:04 AM Underlying Strike price Expiration date Option type
0.540EUR +3.85% 0.540
Bid Size: 100,000		 -
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: -1.46
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.54
Implied volatility: 0.72
Historic volatility: 0.40
Parity: 0.54
Time value: 0.01
Break-even: 6.78
Moneyness: 1.68
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 1.29%
Delta: -0.85
Theta: 0.00
Omega: -1.24
Rho: -0.03
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.90%
1 Month  
+3.85%
3 Months  
+3.85%
YTD  
+38.46%
1 Year  
+42.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.520
1M High / 1M Low: 0.590 0.520
6M High / 6M Low: 0.590 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: 2023-11-15 0.330
Avg. price 1W:   0.558
Avg. volume 1W:   0.000
Avg. price 1M:   0.563
Avg. volume 1M:   0.000
Avg. price 6M:   0.516
Avg. volume 6M:   0.000
Avg. price 1Y:   0.489
Avg. volume 1Y:   0.000
Volatility 1M:   35.54%
Volatility 6M:   52.96%
Volatility 1Y:   65.93%
Volatility 3Y:   -