Goldman Sachs Put 150 ADP 17.01.2.../  DE000GZ81GC2  /

EUWAX
6/3/2024  10:08:03 AM Chg.0.000 Bid6:44:53 PM Ask6:44:53 PM Underlying Strike price Expiration date Option type
0.070EUR 0.00% 0.080
Bid Size: 10,000
0.130
Ask Size: 10,000
AUTOM. DATA PROC. DL... 150.00 - 1/17/2025 Put
 

Master data

WKN: GZ81GC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 1/17/2025
Issue date: 2/3/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -186.51
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.17
Parity: -7.57
Time value: 0.12
Break-even: 148.79
Moneyness: 0.66
Premium: 0.34
Premium p.a.: 0.60
Spread abs.: 0.05
Spread %: 70.42%
Delta: -0.04
Theta: -0.01
Omega: -8.05
Rho: -0.07
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -22.22%
3 Months
  -30.00%
YTD
  -65.00%
1 Year
  -87.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.070
1M High / 1M Low: 0.090 0.060
6M High / 6M Low: 0.220 0.060
High (YTD): 1/2/2024 0.190
Low (YTD): 5/22/2024 0.060
52W High: 6/5/2023 0.510
52W Low: 5/22/2024 0.060
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   0.119
Avg. volume 6M:   0.000
Avg. price 1Y:   0.192
Avg. volume 1Y:   0.000
Volatility 1M:   169.41%
Volatility 6M:   165.76%
Volatility 1Y:   151.03%
Volatility 3Y:   -