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Goldman Sachs Put 200 SWGAF 20.12.../  DE000GZ9KD86  /

EUWAX
2024-09-26  2:09:09 PM Chg.-1.68 Bid6:11:03 PM Ask6:11:03 PM Underlying Strike price Expiration date Option type
3.15EUR -34.78% 2.90
Bid Size: 5,000		 2.97
Ask Size: 5,000		 Swatch Group AG 200.00 - 2024-12-20 Put
 

Master data

WKN: GZ9KD8
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Put
Strike price: 200.00 -
Maturity: 2024-12-20
Issue date: 2023-03-06
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -3.34
Leverage: Yes

Calculated values

Fair value: 3.53
Intrinsic value: 3.53
Implied volatility: 0.85
Historic volatility: 0.28
Parity: 3.53
Time value: 1.42
Break-even: 150.60
Moneyness: 1.21
Premium: 0.09
Premium p.a.: 0.42
Spread abs.: 0.07
Spread %: 1.44%
Delta: -0.60
Theta: -0.14
Omega: -1.99
Rho: -0.34
 

Quote data

Open: 3.15
High: 3.15
Low: 3.15
Previous Close: 4.83
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.91%
1 Month  
+41.89%
3 Months  
+65.79%
YTD  
+144.19%
1 Year  
+101.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.32 4.31
1M High / 1M Low: 5.32 2.16
6M High / 6M Low: 5.32 1.38
High (YTD): 2024-09-23 5.32
Low (YTD): 2024-02-16 1.36
52W High: 2024-09-23 5.32
52W Low: 2023-11-20 1.20
Avg. price 1W:   4.88
Avg. volume 1W:   0.00
Avg. price 1M:   3.90
Avg. volume 1M:   0.00
Avg. price 6M:   2.47
Avg. volume 6M:   0.00
Avg. price 1Y:   2.03
Avg. volume 1Y:   0.00
Volatility 1M:   138.72%
Volatility 6M:   162.63%
Volatility 1Y:   139.13%
Volatility 3Y:   -