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Goldman Sachs Put 150 AP2 17.01.2.../  DE000GP371D5  /

EUWAX
2024-06-13  9:24:43 AM Chg.- Bid9:25:35 AM Ask9:25:35 AM Underlying Strike price Expiration date Option type
0.150EUR - 0.160
Bid Size: 10,000		 0.310
Ask Size: 2,000		 APPLIED MATERIALS IN... 150.00 - 2025-01-17 Put
 

Master data

WKN: GP371D
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 2025-01-17
Issue date: 2023-04-25
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -61.97
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.30
Parity: -7.12
Time value: 0.36
Break-even: 146.43
Moneyness: 0.68
Premium: 0.34
Premium p.a.: 0.63
Spread abs.: 0.20
Spread %: 130.32%
Delta: -0.09
Theta: -0.03
Omega: -5.40
Rho: -0.14
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.78%
1 Month
  -65.12%
3 Months
  -76.56%
YTD
  -88.72%
1 Year
  -93.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.150
1M High / 1M Low: 0.430 0.150
6M High / 6M Low: 1.780 0.150
High (YTD): 2024-01-05 1.780
Low (YTD): 2024-06-13 0.150
52W High: 2023-10-25 2.820
52W Low: 2024-06-13 0.150
Avg. price 1W:   0.200
Avg. volume 1W:   0.000
Avg. price 1M:   0.267
Avg. volume 1M:   0.000
Avg. price 6M:   0.784
Avg. volume 6M:   0.000
Avg. price 1Y:   1.519
Avg. volume 1Y:   0.000
Volatility 1M:   137.54%
Volatility 6M:   137.72%
Volatility 1Y:   114.04%
Volatility 3Y:   -