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Goldman Sachs Put 150 VOW3 21.06..../  DE000GZ9R0C6  /

EUWAX
18/06/2024  10:41:26 Chg.-0.10 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
4.50EUR -2.17% -
Bid Size: -		 -
Ask Size: -		 VOLKSWAGEN AG VZO O.... 150.00 - 21/06/2024 Put
 

Master data

WKN: GZ9R0C
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 21/06/2024
Issue date: 08/03/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.26
Leverage: Yes

Calculated values

Fair value: 4.49
Intrinsic value: 4.49
Implied volatility: 3.08
Historic volatility: 0.22
Parity: 4.49
Time value: 0.17
Break-even: 103.50
Moneyness: 1.43
Premium: 0.02
Premium p.a.: 5.65
Spread abs.: 0.10
Spread %: 2.20%
Delta: -0.87
Theta: -1.02
Omega: -1.97
Rho: -0.01
 

Quote data

Open: 4.50
High: 4.50
Low: 4.50
Previous Close: 4.60
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.49%
1 Month  
+21.95%
3 Months  
+8.43%
YTD  
+3.21%
1 Year  
+60.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.60 3.83
1M High / 1M Low: 4.60 3.43
6M High / 6M Low: 4.76 2.93
High (YTD): 19/01/2024 4.76
Low (YTD): 08/04/2024 2.93
52W High: 27/10/2023 5.47
52W Low: 19/06/2023 2.79
Avg. price 1W:   4.24
Avg. volume 1W:   0.00
Avg. price 1M:   3.80
Avg. volume 1M:   0.00
Avg. price 6M:   3.81
Avg. volume 6M:   0.00
Avg. price 1Y:   3.98
Avg. volume 1Y:   0.00
Volatility 1M:   59.95%
Volatility 6M:   68.62%
Volatility 1Y:   58.79%
Volatility 3Y:   -