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Goldman Sachs Put 140 UHR 20.12.2.../  DE000GQ8M2Y1  /

EUWAX
2024-06-19  11:24:09 AM Chg.-0.010 Bid12:54:17 PM Ask12:54:17 PM Underlying Strike price Expiration date Option type
0.240EUR -4.00% 0.230
Bid Size: 20,000		 0.260
Ask Size: 20,000		 SWATCH GROUP I 140.00 CHF 2024-12-20 Put
 

Master data

WKN: GQ8M2Y
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWATCH GROUP I
Type: Warrant
Option type: Put
Strike price: 140.00 CHF
Maturity: 2024-12-20
Issue date: 2023-11-08
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -60.93
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.27
Parity: -5.24
Time value: 0.33
Break-even: 144.15
Moneyness: 0.74
Premium: 0.28
Premium p.a.: 0.63
Spread abs.: 0.07
Spread %: 27.13%
Delta: -0.10
Theta: -0.03
Omega: -6.36
Rho: -0.12
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month  
+14.29%
3 Months
  -11.11%
YTD
  -14.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.220
1M High / 1M Low: 0.270 0.200
6M High / 6M Low: 0.400 0.190
High (YTD): 2024-02-06 0.400
Low (YTD): 2024-04-05 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.226
Avg. volume 1M:   0.000
Avg. price 6M:   0.280
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.32%
Volatility 6M:   101.97%
Volatility 1Y:   -
Volatility 3Y:   -