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Goldman Sachs Put 22 DTE 20.12.20.../  DE000GZ77PM0  /

EUWAX
5/28/2024  3:57:34 PM Chg.+0.050 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.960EUR +5.49% -
Bid Size: -		 -
Ask Size: -		 DT.TELEKOM AG NA 22.00 - 12/20/2024 Put
 

Master data

WKN: GZ77PM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DT.TELEKOM AG NA
Type: Warrant
Option type: Put
Strike price: 22.00 -
Maturity: 12/20/2024
Issue date: 1/17/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -20.53
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.24
Implied volatility: 0.18
Historic volatility: 0.16
Parity: 0.24
Time value: 0.82
Break-even: 20.94
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.20
Spread %: 23.26%
Delta: -0.44
Theta: 0.00
Omega: -9.08
Rho: -0.06
 

Quote data

Open: 0.960
High: 0.960
Low: 0.960
Previous Close: 0.910
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.52%
1 Month
  -6.80%
3 Months
  -31.43%
YTD
  -40.37%
1 Year
  -56.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.790
1M High / 1M Low: 1.140 0.770
6M High / 6M Low: 1.700 0.770
High (YTD): 4/17/2024 1.620
Low (YTD): 5/21/2024 0.770
52W High: 8/8/2023 3.860
52W Low: 5/21/2024 0.770
Avg. price 1W:   0.896
Avg. volume 1W:   0.000
Avg. price 1M:   0.945
Avg. volume 1M:   0.000
Avg. price 6M:   1.240
Avg. volume 6M:   3.226
Avg. price 1Y:   2.005
Avg. volume 1Y:   1.563
Volatility 1M:   104.88%
Volatility 6M:   106.81%
Volatility 1Y:   101.01%
Volatility 3Y:   -