OverviewChartNewsTraderScreen

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

EUWAX
9/25/2024  10:23:57 AM Chg.- Bid10:38:34 AM Ask10:38:34 AM Underlying Strike price Expiration date Option type
0.290EUR - 0.180
Bid Size: 10,000		 0.230
Ask Size: 3,000		 SWATCH GROUP I 140.00 CHF 12/20/2024 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: 12/20/2024
Issue date: 11/8/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -47.89
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.28
Parity: -1.69
Time value: 0.34
Break-even: 144.44
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.65
Spread abs.: 0.05
Spread %: 17.01%
Delta: -0.21
Theta: -0.04
Omega: -10.13
Rho: -0.09
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.54%
1 Month  
+123.08%
3 Months  
+61.11%
YTD  
+3.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.260
1M High / 1M Low: 0.430 0.130
6M High / 6M Low: 0.430 0.130
High (YTD): 9/23/2024 0.430
Low (YTD): 8/26/2024 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.267
Avg. volume 1M:   0.000
Avg. price 6M:   0.228
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   257.83%
Volatility 6M:   174.28%
Volatility 1Y:   -
Volatility 3Y:   -