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Goldman Sachs Put 150 SWGAF 20.12.../  DE000GZ9V1H7  /

EUWAX
2024-06-14  10:48:03 AM Chg.+0.020 Bid2:18:25 PM Ask2:18:25 PM Underlying Strike price Expiration date Option type
0.330EUR +6.45% 0.340
Bid Size: 20,000		 0.370
Ask Size: 20,000		 Swatch Group AG 150.00 - 2024-12-20 Put
 

Master data

WKN: GZ9V1H
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -50.85
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.26
Parity: -4.53
Time value: 0.38
Break-even: 146.16
Moneyness: 0.77
Premium: 0.25
Premium p.a.: 0.54
Spread abs.: 0.10
Spread %: 35.21%
Delta: -0.12
Theta: -0.03
Omega: -6.35
Rho: -0.15
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.13%
1 Month  
+3.13%
3 Months     0.00%
YTD
  -10.81%
1 Year
  -36.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.310
1M High / 1M Low: 0.330 0.260
6M High / 6M Low: 0.540 0.260
High (YTD): 2024-01-25 0.540
Low (YTD): 2024-06-05 0.260
52W High: 2023-10-20 0.630
52W Low: 2024-06-05 0.260
Avg. price 1W:   0.316
Avg. volume 1W:   0.000
Avg. price 1M:   0.299
Avg. volume 1M:   0.000
Avg. price 6M:   0.370
Avg. volume 6M:   0.000
Avg. price 1Y:   0.424
Avg. volume 1Y:   0.000
Volatility 1M:   92.64%
Volatility 6M:   99.42%
Volatility 1Y:   95.59%
Volatility 3Y:   -