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Goldman Sachs Put 240 ADP 17.01.2.../  DE000GP59917  /

EUWAX
6/24/2024  9:50:16 AM Chg.-0.090 Bid9:59:31 PM Ask9:59:31 PM Underlying Strike price Expiration date Option type
0.900EUR -9.09% 0.820
Bid Size: 5,000		 0.850
Ask Size: 5,000		 AUTOM. DATA PROC. DL... 240.00 - 1/17/2025 Put
 

Master data

WKN: GP5991
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Put
Strike price: 240.00 -
Maturity: 1/17/2025
Issue date: 6/5/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -24.42
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 0.80
Implied volatility: 0.11
Historic volatility: 0.17
Parity: 0.80
Time value: 0.15
Break-even: 230.50
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.05
Spread %: 5.56%
Delta: -0.55
Theta: -0.01
Omega: -13.36
Rho: -0.77
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.990
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.89%
1 Month  
+4.65%
3 Months
  -14.29%
YTD
  -54.55%
1 Year
  -67.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.070 0.980
1M High / 1M Low: 1.260 0.810
6M High / 6M Low: 2.030 0.770
High (YTD): 1/2/2024 1.970
Low (YTD): 5/23/2024 0.770
52W High: 11/1/2023 3.390
52W Low: 5/23/2024 0.770
Avg. price 1W:   1.016
Avg. volume 1W:   0.000
Avg. price 1M:   1.022
Avg. volume 1M:   0.000
Avg. price 6M:   1.259
Avg. volume 6M:   0.000
Avg. price 1Y:   1.633
Avg. volume 1Y:   0.000
Volatility 1M:   157.45%
Volatility 6M:   114.44%
Volatility 1Y:   112.41%
Volatility 3Y:   -