Goldman Sachs Put 120 HOT 19.12.2.../  DE000GG2FW79  /

EUWAX
2024-06-11  4:28:05 PM Chg.+0.06 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
2.87EUR +2.14% -
Bid Size: -
-
Ask Size: -
HOCHTIEF AG 120.00 EUR 2025-12-19 Put
 

Master data

WKN: GG2FW7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HOCHTIEF AG
Type: Warrant
Option type: Put
Strike price: 120.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-15
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.18
Leverage: Yes

Calculated values

Fair value: 2.19
Intrinsic value: 2.16
Implied volatility: 0.44
Historic volatility: 0.25
Parity: 2.16
Time value: 0.93
Break-even: 89.10
Moneyness: 1.22
Premium: 0.09
Premium p.a.: 0.06
Spread abs.: 0.37
Spread %: 13.60%
Delta: -0.50
Theta: -0.01
Omega: -1.58
Rho: -1.22
 

Quote data

Open: 2.84
High: 2.88
Low: 2.84
Previous Close: 2.81
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.38%
1 Month  
+13.44%
3 Months
  -1.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.81 2.54
1M High / 1M Low: 2.81 2.39
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.68
Avg. volume 1W:   0.00
Avg. price 1M:   2.57
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   46.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -