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

EUWAX
6/19/2024  10:55:01 AM Chg.+0.04 Bid12:01:07 PM Ask12:01:07 PM Underlying Strike price Expiration date Option type
4.54EUR +0.89% 4.51
Bid Size: 20,000		 4.56
Ask Size: 20,000		 VOLKSWAGEN AG VZO O.... 150.00 - 6/21/2024 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: 6/21/2024
Issue date: 3/8/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.30
Leverage: Yes

Calculated values

Fair value: 4.46
Intrinsic value: 4.46
Implied volatility: 3.46
Historic volatility: 0.22
Parity: 4.46
Time value: 0.12
Break-even: 104.20
Moneyness: 1.42
Premium: 0.01
Premium p.a.: 6.89
Spread abs.: 0.10
Spread %: 2.23%
Delta: -0.89
Theta: -1.22
Omega: -2.06
Rho: -0.01
 

Quote data

Open: 4.54
High: 4.54
Low: 4.54
Previous Close: 4.50
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.10%
1 Month  
+23.04%
3 Months  
+14.94%
YTD  
+4.13%
1 Year  
+62.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.60 4.05
1M High / 1M Low: 4.60 3.43
6M High / 6M Low: 4.76 2.93
High (YTD): 1/19/2024 4.76
Low (YTD): 4/8/2024 2.93
52W High: 10/27/2023 5.47
52W Low: 6/19/2023 2.79
Avg. price 1W:   4.38
Avg. volume 1W:   0.00
Avg. price 1M:   3.83
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:   59.60%
Volatility 6M:   68.67%
Volatility 1Y:   58.72%
Volatility 3Y:   -