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Goldman Sachs Put 180 WCH 21.06.2.../  DE000GZ86QR8  /

EUWAX
6/10/2024  9:31:31 AM Chg.+0.17 Bid9:57:47 AM Ask9:57:47 AM Underlying Strike price Expiration date Option type
8.18EUR +2.12% 8.15
Bid Size: 10,000		 8.20
Ask Size: 10,000		 WACKER CHEMIE ... 180.00 - 6/21/2024 Put
 

Master data

WKN: GZ86QR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: WACKER CHEMIE O.N.
Type: Warrant
Option type: Put
Strike price: 180.00 -
Maturity: 6/21/2024
Issue date: 2/7/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -1.22
Leverage: Yes

Calculated values

Fair value: 8.02
Intrinsic value: 8.02
Implied volatility: 2.25
Historic volatility: 0.34
Parity: 8.02
Time value: 0.13
Break-even: 98.50
Moneyness: 1.80
Premium: 0.01
Premium p.a.: 0.53
Spread abs.: 0.20
Spread %: 2.52%
Delta: -0.91
Theta: -0.28
Omega: -1.11
Rho: -0.05
 

Quote data

Open: 8.18
High: 8.18
Low: 8.18
Previous Close: 8.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.74%
1 Month  
+3.28%
3 Months  
+5.68%
YTD  
+21.37%
1 Year  
+26.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.04 7.92
1M High / 1M Low: 8.08 7.45
6M High / 6M Low: 8.84 6.50
High (YTD): 1/17/2024 8.84
Low (YTD): 4/8/2024 6.63
52W High: 1/17/2024 8.84
52W Low: 9/15/2023 4.42
Avg. price 1W:   7.98
Avg. volume 1W:   0.00
Avg. price 1M:   7.83
Avg. volume 1M:   0.00
Avg. price 6M:   7.68
Avg. volume 6M:   0.00
Avg. price 1Y:   6.61
Avg. volume 1Y:   0.00
Volatility 1M:   40.76%
Volatility 6M:   44.61%
Volatility 1Y:   53.18%
Volatility 3Y:   -