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Goldman Sachs Put 120 SY1 21.06.2.../  DE000GZ05LE7  /

EUWAX
2024-05-28  5:29:20 PM Chg.-0.14 Bid8:39:47 PM Ask8:39:47 PM Underlying Strike price Expiration date Option type
1.28EUR -9.86% 1.31
Bid Size: 5,000		 1.41
Ask Size: 5,000		 SYMRISE AG INH. O.N. 120.00 - 2024-06-21 Put
 

Master data

WKN: GZ05LE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SYMRISE AG INH. O.N.
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2024-06-21
Issue date: 2022-09-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -7.03
Leverage: Yes

Calculated values

Fair value: 1.39
Intrinsic value: 1.39
Implied volatility: 0.52
Historic volatility: 0.21
Parity: 1.39
Time value: 0.12
Break-even: 104.90
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.19
Spread abs.: 0.10
Spread %: 7.09%
Delta: -0.80
Theta: -0.07
Omega: -5.61
Rho: -0.07
 

Quote data

Open: 1.16
High: 1.28
Low: 1.16
Previous Close: 1.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.26%
1 Month
  -38.46%
3 Months
  -49.61%
YTD
  -38.46%
1 Year
  -35.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.69 1.42
1M High / 1M Low: 2.04 1.42
6M High / 6M Low: 2.76 0.99
High (YTD): 2024-01-23 2.76
Low (YTD): 2024-03-25 0.99
52W High: 2023-08-21 3.19
52W Low: 2024-03-25 0.99
Avg. price 1W:   1.52
Avg. volume 1W:   0.00
Avg. price 1M:   1.79
Avg. volume 1M:   0.00
Avg. price 6M:   1.91
Avg. volume 6M:   0.00
Avg. price 1Y:   2.28
Avg. volume 1Y:   0.00
Volatility 1M:   81.55%
Volatility 6M:   114.36%
Volatility 1Y:   93.76%
Volatility 3Y:   -