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

EUWAX
6/3/2024  11:06:22 AM Chg.-0.100 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.640EUR -13.51% -
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: -22.74
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.14
Parity: -0.29
Time value: 0.98
Break-even: 21.02
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.20
Spread %: 25.64%
Delta: -0.38
Theta: 0.00
Omega: -8.70
Rho: -0.05
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.67%
1 Month
  -40.19%
3 Months
  -52.59%
YTD
  -60.25%
1 Year
  -71.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.740
1M High / 1M Low: 1.100 0.740
6M High / 6M Low: 1.700 0.740
High (YTD): 4/17/2024 1.620
Low (YTD): 5/31/2024 0.740
52W High: 8/8/2023 3.860
52W Low: 5/31/2024 0.740
Avg. price 1W:   0.892
Avg. volume 1W:   0.000
Avg. price 1M:   0.911
Avg. volume 1M:   0.000
Avg. price 6M:   1.225
Avg. volume 6M:   3.226
Avg. price 1Y:   1.986
Avg. volume 1Y:   1.575
Volatility 1M:   116.84%
Volatility 6M:   109.29%
Volatility 1Y:   92.05%
Volatility 3Y:   -