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Goldman Sachs Put 20 SZU 21.06.20.../  DE000GP349E9  /

EUWAX
2024-05-29  3:08:42 PM Chg.-0.01 Bid3:18:17 PM Ask3:18:17 PM Underlying Strike price Expiration date Option type
6.22EUR -0.16% 6.23
Bid Size: 3,000		 6.53
Ask Size: 3,000		 SUEDZUCKER AG O.N. 20.00 - 2024-06-21 Put
 

Master data

WKN: GP349E
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SUEDZUCKER AG O.N.
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 2024-06-21
Issue date: 2023-04-24
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -2.00
Leverage: Yes

Calculated values

Fair value: 6.23
Intrinsic value: 6.23
Implied volatility: 1.68
Historic volatility: 0.21
Parity: 6.23
Time value: 0.67
Break-even: 13.10
Moneyness: 1.45
Premium: 0.05
Premium p.a.: 1.13
Spread abs.: 0.75
Spread %: 12.20%
Delta: -0.75
Theta: -0.04
Omega: -1.49
Rho: -0.01
 

Quote data

Open: 6.25
High: 6.25
Low: 6.22
Previous Close: 6.23
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.65%
1 Month
  -9.86%
3 Months
  -10.50%
YTD  
+6.87%
1 Year  
+39.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.23 6.12
1M High / 1M Low: 6.90 5.93
6M High / 6M Low: 7.62 5.55
High (YTD): 2024-03-19 7.62
Low (YTD): 2024-01-04 5.55
52W High: 2024-03-19 7.62
52W Low: 2023-07-12 3.53
Avg. price 1W:   6.17
Avg. volume 1W:   0.00
Avg. price 1M:   6.36
Avg. volume 1M:   0.00
Avg. price 6M:   6.64
Avg. volume 6M:   0.00
Avg. price 1Y:   5.81
Avg. volume 1Y:   0.00
Volatility 1M:   35.94%
Volatility 6M:   36.74%
Volatility 1Y:   53.72%
Volatility 3Y:   -