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

EUWAX
2024-10-31  6:21:09 PM Chg.+0.08 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
1.92EUR +4.35% -
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: -5.29
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 0.68
Implied volatility: 0.42
Historic volatility: 0.25
Parity: 0.68
Time value: 1.46
Break-even: 98.60
Moneyness: 1.06
Premium: 0.13
Premium p.a.: 0.11
Spread abs.: 0.38
Spread %: 21.59%
Delta: -0.43
Theta: -0.02
Omega: -2.29
Rho: -0.80
 

Quote data

Open: 1.89
High: 1.92
Low: 1.89
Previous Close: 1.84
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.49%
1 Month
  -4.00%
3 Months
  -14.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.92 1.82
1M High / 1M Low: 2.04 1.67
6M High / 6M Low: 2.87 1.67
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.85
Avg. volume 1W:   0.00
Avg. price 1M:   1.88
Avg. volume 1M:   0.00
Avg. price 6M:   2.32
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.56%
Volatility 6M:   53.21%
Volatility 1Y:   -
Volatility 3Y:   -