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Goldman Sachs Put 120 CMI 21.06.2.../  DE000GZ9UU34  /

EUWAX
5/31/2024  9:09:09 AM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Cummins Inc 120.00 - 6/21/2024 Put
 

Master data

WKN: GZ9UU3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cummins Inc
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 6/21/2024
Issue date: 5/16/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -36.81
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.78
Historic volatility: 0.20
Parity: -13.77
Time value: 0.70
Break-even: 113.00
Moneyness: 0.47
Premium: 0.56
Premium p.a.: 0.00
Spread abs.: 0.70
Spread %: 69,900.00%
Delta: -0.07
Theta: -0.54
Omega: -2.54
Rho: -0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -95.00%
YTD
  -98.33%
1 Year
  -99.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.002 0.001
6M High / 6M Low: 0.070 0.001
High (YTD): 1/11/2024 0.070
Low (YTD): 5/31/2024 0.001
52W High: 6/1/2023 0.290
52W Low: 5/31/2024 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.021
Avg. volume 6M:   0.000
Avg. price 1Y:   0.059
Avg. volume 1Y:   0.000
Volatility 1M:   172.52%
Volatility 6M:   741.33%
Volatility 1Y:   541.08%
Volatility 3Y:   -