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Goldman Sachs Put 150 SRT3 20.12..../  DE000GP79F06  /

EUWAX
2024-06-07  4:29:30 PM Chg.+0.030 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.360EUR +9.09% -
Bid Size: -		 -
Ask Size: -		 SARTORIUS AG VZO O.N... 150.00 - 2024-12-20 Put
 

Master data

WKN: GP79F0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 2024-12-20
Issue date: 2023-06-30
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -23.11
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.46
Parity: -9.40
Time value: 1.06
Break-even: 139.44
Moneyness: 0.61
Premium: 0.43
Premium p.a.: 0.95
Spread abs.: 0.73
Spread %: 224.92%
Delta: -0.12
Theta: -0.07
Omega: -2.76
Rho: -0.21
 

Quote data

Open: 0.330
High: 0.360
Low: 0.330
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month  
+33.33%
3 Months  
+80.00%
YTD
  -25.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.300
1M High / 1M Low: 0.390 0.220
6M High / 6M Low: 0.580 0.190
High (YTD): 2024-01-17 0.570
Low (YTD): 2024-03-21 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.296
Avg. volume 1M:   0.000
Avg. price 6M:   0.334
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.70%
Volatility 6M:   128.41%
Volatility 1Y:   -
Volatility 3Y:   -