Goldman Sachs Put 20 ABLZF 21.06..../  DE000GZ36PV7  /

EUWAX
07/06/2024  09:18:07 Chg.0.000 Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
ABB Ltd. 20.00 - 21/06/2024 Put
 

Master data

WKN: GZ36PV
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ABB Ltd.
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 21/06/2024
Issue date: 15/11/2022
Last trading day: 20/06/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -73.72
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 3.39
Historic volatility: 0.21
Parity: -31.68
Time value: 0.70
Break-even: 19.30
Moneyness: 0.39
Premium: 0.63
Premium p.a.: 0.00
Spread abs.: 0.70
Spread %: 69,999.99%
Delta: -0.04
Theta: -0.10
Omega: -2.87
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -90.00%
3 Months
  -98.00%
YTD
  -98.89%
1 Year
  -99.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.010 0.001
6M High / 6M Low: 0.100 0.001
High (YTD): 19/01/2024 0.100
Low (YTD): 07/06/2024 0.001
52W High: 20/10/2023 0.270
52W Low: 07/06/2024 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.049
Avg. volume 6M:   0.000
Avg. price 1Y:   0.114
Avg. volume 1Y:   0.000
Volatility 1M:   744.05%
Volatility 6M:   334.12%
Volatility 1Y:   248.36%
Volatility 3Y:   -