Goldman Sachs Put 170 HM/B 20.06..../  DE000GG84Q56  /

EUWAX
2024-06-11  9:55:23 AM Chg.-0.008 Bid5:47:23 PM Ask5:47:23 PM Underlying Strike price Expiration date Option type
0.022EUR -26.67% 0.050
Bid Size: 10,000
0.150
Ask Size: 5,000
Hennes & Mauritz AB,... 170.00 SEK 2024-06-20 Put
 

Master data

WKN: GG84Q5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Hennes & Mauritz AB, H & M ser. B
Type: Warrant
Option type: Put
Strike price: 170.00 SEK
Maturity: 2024-06-20
Issue date: 2024-05-16
Last trading day: 2024-06-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -131.69
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.36
Parity: -1.26
Time value: 0.12
Break-even: 14.95
Moneyness: 0.92
Premium: 0.08
Premium p.a.: 26.04
Spread abs.: 0.11
Spread %: 726.67%
Delta: -0.16
Theta: -0.02
Omega: -21.25
Rho: 0.00
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.030
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -63.33%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.027
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -