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Goldman Sachs Put 15 CLZNF 20.12..../  DE000GP4PWH3  /

EUWAX
6/20/2024  10:56:37 AM Chg.- Bid9:25:12 AM Ask9:25:12 AM Underlying Strike price Expiration date Option type
0.160EUR - 0.160
Bid Size: 150,000		 0.170
Ask Size: 150,000		 Clariant AG 15.00 - 12/20/2024 Put
 

Master data

WKN: GP4PWH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Clariant AG
Type: Warrant
Option type: Put
Strike price: 15.00 -
Maturity: 12/20/2024
Issue date: 5/15/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.09
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.05
Implied volatility: 0.40
Historic volatility: 0.24
Parity: 0.05
Time value: 0.13
Break-even: 13.21
Moneyness: 1.04
Premium: 0.09
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 4.07%
Delta: -0.47
Theta: 0.00
Omega: -3.78
Rho: -0.04
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+6.67%
3 Months
  -51.52%
YTD
  -52.94%
1 Year
  -51.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.160
1M High / 1M Low: 0.200 0.130
6M High / 6M Low: 0.480 0.130
High (YTD): 1/17/2024 0.480
Low (YTD): 5/27/2024 0.130
52W High: 1/17/2024 0.480
52W Low: 5/27/2024 0.130
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.156
Avg. volume 1M:   0.000
Avg. price 6M:   0.321
Avg. volume 6M:   0.000
Avg. price 1Y:   0.288
Avg. volume 1Y:   0.000
Volatility 1M:   128.85%
Volatility 6M:   75.36%
Volatility 1Y:   80.42%
Volatility 3Y:   -