Goldman Sachs Put 20 SZG 20.12.20.../  DE000GZ6DRF6  /

EUWAX
2024-10-31  3:28:37 PM Chg.0.000 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.580EUR 0.00% -
Bid Size: -
-
Ask Size: -
SALZGITTER AG O.N. 20.00 - 2024-12-20 Put
 

Master data

WKN: GZ6DRF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SALZGITTER AG O.N.
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 2024-12-20
Issue date: 2023-01-03
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.23
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.58
Implied volatility: 1.07
Historic volatility: 0.37
Parity: 0.58
Time value: 0.06
Break-even: 13.60
Moneyness: 1.40
Premium: 0.04
Premium p.a.: 0.38
Spread abs.: 0.10
Spread %: 18.52%
Delta: -0.74
Theta: -0.02
Omega: -1.65
Rho: -0.02
 

Quote data

Open: 0.590
High: 0.590
Low: 0.570
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.45%
1 Month  
+52.63%
3 Months  
+52.63%
YTD  
+262.50%
1 Year  
+107.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.540
1M High / 1M Low: 0.660 0.380
6M High / 6M Low: 0.660 0.120
High (YTD): 2024-10-23 0.660
Low (YTD): 2024-05-31 0.120
52W High: 2024-10-23 0.660
52W Low: 2024-05-31 0.120
Avg. price 1W:   0.582
Avg. volume 1W:   0.000
Avg. price 1M:   0.548
Avg. volume 1M:   0.000
Avg. price 6M:   0.372
Avg. volume 6M:   0.000
Avg. price 1Y:   0.280
Avg. volume 1Y:   0.000
Volatility 1M:   90.45%
Volatility 6M:   159.36%
Volatility 1Y:   136.89%
Volatility 3Y:   -