Goldman Sachs Put 2000 SX5E 20.12.../  DE000GZ672Q6  /

EUWAX
2024-06-20  2:26:27 PM Chg.-0.004 Bid5:38:02 PM Ask5:38:02 PM Underlying Strike price Expiration date Option type
0.013EUR -23.53% 0.010
Bid Size: 10,000
0.110
Ask Size: 5,000
DJ EURO STOXX 50 EUR... 2,000.00 - 2024-12-20 Put
 

Master data

WKN: GZ672Q
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DJ EURO STOXX 50 EUR Price
Type: Warrant
Option type: Put
Strike price: 2,000.00 -
Maturity: 2024-12-20
Issue date: 2022-12-29
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: -415.53
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.12
Parity: -28.62
Time value: 0.12
Break-even: 1,988.30
Moneyness: 0.41
Premium: 0.59
Premium p.a.: 1.52
Spread abs.: 0.10
Spread %: 588.24%
Delta: -0.01
Theta: -0.19
Omega: -5.41
Rho: -0.38
 

Quote data

Open: 0.015
High: 0.015
Low: 0.013
Previous Close: 0.017
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month  
+18.18%
3 Months
  -53.57%
YTD
  -78.33%
1 Year
  -92.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.025 0.015
1M High / 1M Low: 0.025 0.010
6M High / 6M Low: 0.072 0.010
High (YTD): 2024-01-03 0.068
Low (YTD): 2024-06-07 0.010
52W High: 2023-07-06 0.190
52W Low: 2024-06-07 0.010
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.032
Avg. volume 6M:   0.000
Avg. price 1Y:   0.082
Avg. volume 1Y:   0.000
Volatility 1M:   289.36%
Volatility 6M:   179.82%
Volatility 1Y:   149.44%
Volatility 3Y:   -