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Goldman Sachs Put 25 SZG 21.06.20.../  DE000GZ0VXB8  /

EUWAX
2024-05-21  10:56:53 AM Chg.-0.050 Bid5:37:02 PM Ask5:37:02 PM Underlying Strike price Expiration date Option type
0.240EUR -17.24% 0.230
Bid Size: 10,000		 0.330
Ask Size: 10,000		 SALZGITTER AG O.N. 25.00 - 2024-06-21 Put
 

Master data

WKN: GZ0VXB
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SALZGITTER AG O.N.
Type: Warrant
Option type: Put
Strike price: 25.00 -
Maturity: 2024-06-21
Issue date: 2022-10-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.77
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.22
Implied volatility: 0.78
Historic volatility: 0.35
Parity: 0.22
Time value: 0.12
Break-even: 21.63
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 0.82
Spread abs.: 0.15
Spread %: 82.16%
Delta: -0.61
Theta: -0.03
Omega: -4.11
Rho: -0.01
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.58%
1 Month
  -4.00%
3 Months
  -17.24%
YTD  
+26.32%
1 Year
  -20.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.210
1M High / 1M Low: 0.340 0.140
6M High / 6M Low: 0.350 0.140
High (YTD): 2024-03-06 0.350
Low (YTD): 2024-05-02 0.140
52W High: 2023-10-23 0.490
52W Low: 2024-05-02 0.140
Avg. price 1W:   0.286
Avg. volume 1W:   0.000
Avg. price 1M:   0.255
Avg. volume 1M:   0.000
Avg. price 6M:   0.239
Avg. volume 6M:   0.000
Avg. price 1Y:   0.284
Avg. volume 1Y:   0.000
Volatility 1M:   385.65%
Volatility 6M:   221.38%
Volatility 1Y:   172.15%
Volatility 3Y:   -