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Goldman Sachs Put 163.08 Kinnevik.../  DE000GZ9XE49  /

EUWAX
2024-06-13  9:34:57 AM Chg.-0.07 Bid1:39:35 PM Ask1:39:35 PM Underlying Strike price Expiration date Option type
6.91EUR -1.00% 6.98
Bid Size: 5,000		 7.13
Ask Size: 2,000		 Kinnevik AB 163.08 SEK 2024-06-20 Put
 

Master data

WKN: GZ9XE4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Kinnevik AB
Type: Warrant
Option type: Put
Strike price: 163.08 SEK
Maturity: 2024-06-20
Issue date: 2023-05-17
Last trading day: 2024-06-19
Ratio: 1:1.23
Exercise type: American
Quanto: No
Gearing: -1.85
Leverage: Yes

Calculated values

Fair value: 4.26
Intrinsic value: 4.26
Implied volatility: 5.85
Historic volatility: 0.35
Parity: 4.26
Time value: 3.06
Break-even: 8.57
Moneyness: 1.31
Premium: 0.23
Premium p.a.: 0.00
Spread abs.: 0.20
Spread %: 2.81%
Delta: -0.47
Theta: -0.25
Omega: -0.88
Rho: 0.00
 

Quote data

Open: 6.91
High: 6.91
Low: 6.91
Previous Close: 6.98
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.70%
1 Month  
+7.80%
3 Months
  -14.16%
YTD
  -16.55%
1 Year  
+59.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.98 6.24
1M High / 1M Low: 6.98 6.13
6M High / 6M Low: 9.22 6.13
High (YTD): 2024-01-17 9.22
Low (YTD): 2024-05-23 6.13
52W High: 2024-01-17 9.22
52W Low: 2023-06-13 4.34
Avg. price 1W:   6.57
Avg. volume 1W:   0.00
Avg. price 1M:   6.55
Avg. volume 1M:   0.00
Avg. price 6M:   7.66
Avg. volume 6M:   0.00
Avg. price 1Y:   7.30
Avg. volume 1Y:   0.00
Volatility 1M:   53.34%
Volatility 6M:   49.23%
Volatility 1Y:   44.98%
Volatility 3Y:   -