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Goldman Sachs Put 18000 NDX.X 18..../  DE000GG01U19  /

EUWAX
6/10/2024  5:24:15 PM Chg.-0.08 Bid5:49:02 PM Ask5:49:02 PM Underlying Strike price Expiration date Option type
3.00EUR -2.60% 2.97
Bid Size: 50,000		 3.02
Ask Size: 50,000		 NASDAQ 100 INDEX 18,000.00 USD 10/18/2024 Put
 

Master data

WKN: GG01U1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Put
Strike price: 18,000.00 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: -57.42
Leverage: Yes

Calculated values

Fair value: 1.83
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.14
Parity: -9.29
Time value: 3.07
Break-even: 16,392.45
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.21
Spread abs.: 0.05
Spread %: 1.66%
Delta: -0.25
Theta: -1.89
Omega: -14.45
Rho: -16.89
 

Quote data

Open: 3.06
High: 3.07
Low: 3.00
Previous Close: 3.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.05%
1 Month
  -47.00%
3 Months
  -58.16%
YTD
  -75.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.24 3.01
1M High / 1M Low: 5.66 3.01
6M High / 6M Low: 16.47 3.01
High (YTD): 1/5/2024 15.47
Low (YTD): 6/6/2024 3.01
52W High: - -
52W Low: - -
Avg. price 1W:   3.55
Avg. volume 1W:   0.00
Avg. price 1M:   4.02
Avg. volume 1M:   76.19
Avg. price 6M:   8.61
Avg. volume 6M:   12.90
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.00%
Volatility 6M:   130.58%
Volatility 1Y:   -
Volatility 3Y:   -