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Goldman Sachs Put 200 SWGAF 21.06.../  DE000GZ36JK3  /

EUWAX
2024-06-06  11:08:01 AM Chg.+0.090 Bid6:10:39 PM Ask6:10:39 PM Underlying Strike price Expiration date Option type
1.050EUR +9.38% 1.050
Bid Size: 5,000		 1.120
Ask Size: 5,000		 Swatch Group AG 200.00 - 2024-06-21 Put
 

Master data

WKN: GZ36JK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Put
Strike price: 200.00 -
Maturity: 2024-06-21
Issue date: 2022-11-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -16.04
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.59
Implied volatility: 0.57
Historic volatility: 0.26
Parity: 0.59
Time value: 0.62
Break-even: 187.90
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 1.15
Spread abs.: 0.42
Spread %: 53.16%
Delta: -0.58
Theta: -0.28
Omega: -9.23
Rho: -0.05
 

Quote data

Open: 1.050
High: 1.050
Low: 1.050
Previous Close: 0.960
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.78%
1 Month
  -17.32%
3 Months  
+12.90%
YTD  
+50.00%
1 Year  
+12.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.150 0.720
1M High / 1M Low: 1.270 0.580
6M High / 6M Low: 1.870 0.580
High (YTD): 2024-04-19 1.870
Low (YTD): 2024-05-17 0.580
52W High: 2024-04-19 1.870
52W Low: 2023-07-13 0.520
Avg. price 1W:   0.940
Avg. volume 1W:   0.000
Avg. price 1M:   0.988
Avg. volume 1M:   0.000
Avg. price 6M:   1.059
Avg. volume 6M:   0.000
Avg. price 1Y:   0.952
Avg. volume 1Y:   0.000
Volatility 1M:   295.50%
Volatility 6M:   215.96%
Volatility 1Y:   176.83%
Volatility 3Y:   -