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Goldman Sachs Put 20 SZU 20.12.20.../  DE000GP34A54  /

EUWAX
2024-09-26  11:20:34 AM Chg.-0.08 Bid11:28:09 AM Ask11:28:09 AM Underlying Strike price Expiration date Option type
8.76EUR -0.90% 8.75
Bid Size: 1,000		 9.05
Ask Size: 500		 SUEDZUCKER AG O.N. 20.00 - 2024-12-20 Put
 

Master data

WKN: GP34A5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SUEDZUCKER AG O.N.
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 2024-12-20
Issue date: 2023-04-24
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -1.20
Leverage: Yes

Calculated values

Fair value: 8.81
Intrinsic value: 8.81
Implied volatility: 1.15
Historic volatility: 0.20
Parity: 8.81
Time value: 0.48
Break-even: 10.71
Moneyness: 1.79
Premium: 0.04
Premium p.a.: 0.20
Spread abs.: 0.58
Spread %: 6.66%
Delta: -0.77
Theta: -0.01
Omega: -0.93
Rho: -0.04
 

Quote data

Open: 8.76
High: 8.76
Low: 8.76
Previous Close: 8.84
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.23%
1 Month  
+10.61%
3 Months  
+24.96%
YTD  
+46.73%
1 Year  
+46.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.84 8.73
1M High / 1M Low: 8.84 7.73
6M High / 6M Low: 8.84 6.46
High (YTD): 2024-09-25 8.84
Low (YTD): 2024-01-09 5.84
52W High: 2024-09-25 8.84
52W Low: 2023-11-14 5.33
Avg. price 1W:   8.78
Avg. volume 1W:   0.00
Avg. price 1M:   8.13
Avg. volume 1M:   0.00
Avg. price 6M:   7.43
Avg. volume 6M:   0.00
Avg. price 1Y:   6.98
Avg. volume 1Y:   0.00
Volatility 1M:   26.36%
Volatility 6M:   32.13%
Volatility 1Y:   35.10%
Volatility 3Y:   -