Goldman Sachs Put 200 WCH 21.06.2024
/ DE000GZ99029
Goldman Sachs Put 200 WCH 21.06.2.../ DE000GZ99029 /
2024-06-10 9:39:37 AM |
Chg.+0.19 |
Bid10:14:38 AM |
Ask10:14:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
10.17EUR |
+1.90% |
10.16 Bid Size: 5,000 |
10.26 Ask Size: 2,000 |
WACKER CHEMIE ... |
200.00 - |
2024-06-21 |
Put |
Master data
WKN: |
GZ9902 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
WACKER CHEMIE O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-02-28 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-0.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.02 |
Intrinsic value: |
10.02 |
Implied volatility: |
2.50 |
Historic volatility: |
0.34 |
Parity: |
10.02 |
Time value: |
0.12 |
Break-even: |
98.60 |
Moneyness: |
2.00 |
Premium: |
0.01 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.20 |
Spread %: |
2.01% |
Delta: |
-0.92 |
Theta: |
-0.28 |
Omega: |
-0.90 |
Rho: |
-0.06 |
Quote data
Open: |
10.17 |
High: |
10.17 |
Low: |
10.17 |
Previous Close: |
9.98 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.40% |
1 Month |
|
|
+2.73% |
3 Months |
|
|
+4.41% |
YTD |
|
|
+16.90% |
1 Year |
|
|
+21.80% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.03 |
9.91 |
1M High / 1M Low: |
10.07 |
9.44 |
6M High / 6M Low: |
10.83 |
8.44 |
High (YTD): |
2024-01-17 |
10.83 |
Low (YTD): |
2024-04-08 |
8.63 |
52W High: |
2024-01-17 |
10.83 |
52W Low: |
2023-07-31 |
6.10 |
Avg. price 1W: |
|
9.97 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
9.83 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
9.66 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
8.51 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
32.62% |
Volatility 6M: |
|
35.56% |
Volatility 1Y: |
|
44.33% |
Volatility 3Y: |
|
- |