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

EUWAX
24/06/2024  10:15:54 Chg.-0.15 Bid21:59:39 Ask21:59:39 Underlying Strike price Expiration date Option type
1.96EUR -7.11% 1.82
Bid Size: 5,000		 1.89
Ask Size: 5,000		 Swatch Group AG 200.00 - 20/12/2024 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: 20/12/2024
Issue date: 06/03/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.04
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 0.47
Implied volatility: 0.39
Historic volatility: 0.27
Parity: 0.47
Time value: 1.70
Break-even: 178.40
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 0.18
Spread abs.: 0.10
Spread %: 4.85%
Delta: -0.45
Theta: -0.05
Omega: -4.12
Rho: -0.54
 

Quote data

Open: 1.96
High: 1.96
Low: 1.96
Previous Close: 2.11
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.26%
1 Month  
+5.38%
3 Months  
+0.51%
YTD  
+51.94%
1 Year  
+54.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.16 1.91
1M High / 1M Low: 2.39 1.69
6M High / 6M Low: 2.61 1.29
High (YTD): 19/04/2024 2.61
Low (YTD): 16/02/2024 1.36
52W High: 19/04/2024 2.61
52W Low: 13/07/2023 0.85
Avg. price 1W:   2.02
Avg. volume 1W:   0.00
Avg. price 1M:   1.97
Avg. volume 1M:   0.00
Avg. price 6M:   1.84
Avg. volume 6M:   0.00
Avg. price 1Y:   1.57
Avg. volume 1Y:   0.00
Volatility 1M:   119.43%
Volatility 6M:   126.74%
Volatility 1Y:   113.93%
Volatility 3Y:   -