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Goldman Sachs Put 12 FTE 20.12.20.../  DE000GP4HK54  /

EUWAX
12/06/2024  10:49:21 Chg.+0.23 Bid12:45:07 Ask12:45:07 Underlying Strike price Expiration date Option type
2.44EUR +10.41% 2.47
Bid Size: 30,000		 2.48
Ask Size: 30,000		 ORANGE INH. ... 12.00 - 20/12/2024 Put
 

Master data

WKN: GP4HK5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Put
Strike price: 12.00 -
Maturity: 20/12/2024
Issue date: 11/05/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -4.12
Leverage: Yes

Calculated values

Fair value: 2.20
Intrinsic value: 2.20
Implied volatility: 0.37
Historic volatility: 0.14
Parity: 2.20
Time value: 0.18
Break-even: 9.62
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.28
Spread %: 13.33%
Delta: -0.71
Theta: 0.00
Omega: -2.93
Rho: -0.05
 

Quote data

Open: 2.44
High: 2.44
Low: 2.44
Previous Close: 2.21
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+70.63%
1 Month  
+37.08%
3 Months  
+34.07%
YTD  
+17.31%
1 Year  
+14.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.21 1.43
1M High / 1M Low: 2.21 1.43
6M High / 6M Low: 2.21 1.22
High (YTD): 11/06/2024 2.21
Low (YTD): 23/01/2024 1.22
52W High: 08/08/2023 2.33
52W Low: 23/01/2024 1.22
Avg. price 1W:   1.83
Avg. volume 1W:   0.00
Avg. price 1M:   1.77
Avg. volume 1M:   0.00
Avg. price 6M:   1.74
Avg. volume 6M:   0.00
Avg. price 1Y:   1.78
Avg. volume 1Y:   0.00
Volatility 1M:   104.68%
Volatility 6M:   89.25%
Volatility 1Y:   76.34%
Volatility 3Y:   -