Goldman Sachs Put 2200 SX5E 21.03.../  DE000GP1H3V1  /

EUWAX
2024-06-20  3:19:28 PM Chg.-0.004 Bid5:37:57 PM Ask5:37:57 PM Underlying Strike price Expiration date Option type
0.041EUR -8.89% 0.040
Bid Size: 10,000
0.110
Ask Size: 5,000
DJ EURO STOXX 50 EUR... 2,200.00 - 2025-03-21 Put
 

Master data

WKN: GP1H3V
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DJ EURO STOXX 50 EUR Price
Type: Warrant
Option type: Put
Strike price: 2,200.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: -422.75
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.12
Parity: -26.62
Time value: 0.12
Break-even: 2,188.50
Moneyness: 0.45
Premium: 0.55
Premium p.a.: 0.79
Spread abs.: 0.07
Spread %: 155.56%
Delta: -0.01
Theta: -0.12
Omega: -5.97
Rho: -0.60
 

Quote data

Open: 0.042
High: 0.042
Low: 0.041
Previous Close: 0.045
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.89%
1 Month  
+17.14%
3 Months
  -35.94%
YTD
  -68.46%
1 Year
  -85.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.051 0.038
1M High / 1M Low: 0.051 0.030
6M High / 6M Low: 0.140 0.030
High (YTD): 2024-01-05 0.140
Low (YTD): 2024-06-06 0.030
52W High: 2023-08-18 0.300
52W Low: 2024-06-06 0.030
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.039
Avg. volume 1M:   0.000
Avg. price 6M:   0.073
Avg. volume 6M:   0.000
Avg. price 1Y:   0.153
Avg. volume 1Y:   0.000
Volatility 1M:   154.48%
Volatility 6M:   117.39%
Volatility 1Y:   105.08%
Volatility 3Y:   -