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

EUWAX
6/14/2024  4:22:11 PM Chg.+0.060 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.590EUR +11.32% -
Bid Size: -
-
Ask Size: -
SALZGITTER AG O.N. 25.00 - 6/21/2024 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: 6/21/2024
Issue date: 10/3/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.97
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.54
Implied volatility: 2.62
Historic volatility: 0.35
Parity: 0.54
Time value: 0.12
Break-even: 18.40
Moneyness: 1.28
Premium: 0.06
Premium p.a.: 19.65
Spread abs.: 0.20
Spread %: 43.48%
Delta: -0.69
Theta: -0.18
Omega: -2.04
Rho: 0.00
 

Quote data

Open: 0.550
High: 0.590
Low: 0.550
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+47.50%
1 Month  
+84.38%
3 Months  
+110.71%
YTD  
+210.53%
1 Year  
+145.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.420
1M High / 1M Low: 0.590 0.180
6M High / 6M Low: 0.590 0.140
High (YTD): 6/14/2024 0.590
Low (YTD): 5/2/2024 0.140
52W High: 6/14/2024 0.590
52W Low: 5/2/2024 0.140
Avg. price 1W:   0.492
Avg. volume 1W:   0.000
Avg. price 1M:   0.324
Avg. volume 1M:   0.000
Avg. price 6M:   0.255
Avg. volume 6M:   0.000
Avg. price 1Y:   0.287
Avg. volume 1Y:   0.000
Volatility 1M:   319.59%
Volatility 6M:   240.35%
Volatility 1Y:   187.81%
Volatility 3Y:   -