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Goldman Sachs Put 16000 NDX.X 18..../  DE000GG01TP5  /

EUWAX
6/10/2024  5:24:14 PM Chg.-0.020 Bid6:16:23 PM Ask6:16:23 PM Underlying Strike price Expiration date Option type
0.930EUR -2.11% 0.900
Bid Size: 50,000		 0.950
Ask Size: 50,000		 NASDAQ 100 INDEX 16,000.00 USD 10/18/2024 Put
 

Master data

WKN: GG01TP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Put
Strike price: 16,000.00 USD
Maturity: 10/18/2024
Issue date: 11/23/2023
Last trading day: 10/17/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -179.88
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.14
Parity: -27.84
Time value: 0.98
Break-even: 14,745.95
Moneyness: 0.84
Premium: 0.16
Premium p.a.: 0.53
Spread abs.: 0.05
Spread %: 5.38%
Delta: -0.08
Theta: -1.29
Omega: -14.78
Rho: -5.51
 

Quote data

Open: 0.940
High: 0.960
Low: 0.930
Previous Close: 0.950
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.60%
1 Month
  -46.86%
3 Months
  -69.31%
YTD
  -84.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.320 0.950
1M High / 1M Low: 1.750 0.950
6M High / 6M Low: 7.900 0.950
High (YTD): 1/5/2024 7.380
Low (YTD): 6/7/2024 0.950
52W High: - -
52W Low: - -
Avg. price 1W:   1.114
Avg. volume 1W:   0.000
Avg. price 1M:   1.263
Avg. volume 1M:   0.000
Avg. price 6M:   3.652
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.32%
Volatility 6M:   141.55%
Volatility 1Y:   -
Volatility 3Y:   -