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Goldman Sachs Put 160 WCH 21.06.2.../  DE000GP24P83  /

EUWAX
6/11/2024  12:09:12 PM Chg.+0.14 Bid1:11:14 PM Ask1:11:14 PM Underlying Strike price Expiration date Option type
6.19EUR +2.31% 6.21
Bid Size: 10,000		 6.26
Ask Size: 10,000		 WACKER CHEMIE ... 160.00 - 6/21/2024 Put
 

Master data

WKN: GP24P8
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: WACKER CHEMIE O.N.
Type: Warrant
Option type: Put
Strike price: 160.00 -
Maturity: 6/21/2024
Issue date: 4/4/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -1.61
Leverage: Yes

Calculated values

Fair value: 6.04
Intrinsic value: 6.04
Implied volatility: 2.05
Historic volatility: 0.33
Parity: 6.04
Time value: 0.14
Break-even: 98.20
Moneyness: 1.61
Premium: 0.01
Premium p.a.: 0.66
Spread abs.: 0.15
Spread %: 2.49%
Delta: -0.89
Theta: -0.30
Omega: -1.43
Rho: -0.04
 

Quote data

Open: 6.06
High: 6.19
Low: 6.06
Previous Close: 6.05
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.56%
1 Month  
+4.74%
3 Months  
+4.74%
YTD  
+28.42%
1 Year  
+29.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.05 5.92
1M High / 1M Low: 6.07 5.46
6M High / 6M Low: 6.98 4.59
High (YTD): 1/17/2024 6.98
Low (YTD): 4/8/2024 4.73
52W High: 1/17/2024 6.98
52W Low: 9/15/2023 2.94
Avg. price 1W:   5.97
Avg. volume 1W:   0.00
Avg. price 1M:   5.83
Avg. volume 1M:   0.00
Avg. price 6M:   5.71
Avg. volume 6M:   0.00
Avg. price 1Y:   4.81
Avg. volume 1Y:   0.00
Volatility 1M:   52.01%
Volatility 6M:   60.66%
Volatility 1Y:   66.94%
Volatility 3Y:   -