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

EUWAX
14/06/2024  16:22:11 Chg.+0.060 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.590EUR +11.32% -
Bid Size: -
-
Ask Size: -
SALZGITTER AG O.N. 25.00 - 21/06/2024 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: 21/06/2024
Issue date: 03/10/2022
Last trading day: 20/06/2024
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  
+90.32%
3 Months  
+96.67%
YTD  
+210.53%
1 Year  
+145.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.400
1M High / 1M Low: 0.530 0.180
6M High / 6M Low: 0.530 0.140
High (YTD): 13/06/2024 0.530
Low (YTD): 02/05/2024 0.140
52W High: 13/06/2024 0.530
52W Low: 02/05/2024 0.140
Avg. price 1W:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.312
Avg. volume 1M:   0.000
Avg. price 6M:   0.252
Avg. volume 6M:   0.000
Avg. price 1Y:   0.285
Avg. volume 1Y:   0.000
Volatility 1M:   318.76%
Volatility 6M:   240.23%
Volatility 1Y:   187.53%
Volatility 3Y:   -