OverviewChartNewsTraderScreen

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

EUWAX
24/06/2024  11:06:03 Chg.-0.040 Bid17:48:47 Ask17:48:47 Underlying Strike price Expiration date Option type
0.280EUR -12.50% 0.260
Bid Size: 10,000		 -
Ask Size: -		 Swatch Group AG 150.00 - 20/12/2024 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: 20/12/2024
Issue date: 16/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -54.11
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.27
Parity: -4.54
Time value: 0.36
Break-even: 146.39
Moneyness: 0.77
Premium: 0.25
Premium p.a.: 0.58
Spread abs.: 0.07
Spread %: 25.35%
Delta: -0.12
Theta: -0.03
Omega: -6.56
Rho: -0.13
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -6.67%
3 Months
  -17.65%
YTD
  -24.32%
1 Year
  -49.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.310
1M High / 1M Low: 0.360 0.260
6M High / 6M Low: 0.540 0.260
High (YTD): 25/01/2024 0.540
Low (YTD): 05/06/2024 0.260
52W High: 20/10/2023 0.630
52W Low: 05/06/2024 0.260
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.306
Avg. volume 1M:   0.000
Avg. price 6M:   0.367
Avg. volume 6M:   0.000
Avg. price 1Y:   0.418
Avg. volume 1Y:   0.000
Volatility 1M:   99.00%
Volatility 6M:   99.80%
Volatility 1Y:   96.31%
Volatility 3Y:   -