Goldman Sachs Put 250 ACN 20.06.2.../  DE000GG6BEL9  /

EUWAX
2024-05-29  5:04:29 PM Chg.- Bid10:05:12 AM Ask10:05:12 AM Underlying Strike price Expiration date Option type
1.19EUR - 1.20
Bid Size: 3,000
1.30
Ask Size: 2,000
Accenture Plc 250.00 USD 2025-06-20 Put
 

Master data

WKN: GG6BEL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Accenture Plc
Type: Warrant
Option type: Put
Strike price: 250.00 USD
Maturity: 2025-06-20
Issue date: 2024-04-03
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -22.86
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -4.05
Time value: 1.19
Break-even: 219.56
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.18
Spread abs.: 0.05
Spread %: 4.39%
Delta: -0.21
Theta: -0.02
Omega: -4.83
Rho: -0.73
 

Quote data

Open: 1.08
High: 1.19
Low: 1.08
Previous Close: 1.00
Turnover: 1,190
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.78%
1 Month  
+20.20%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.19 0.87
1M High / 1M Low: 1.19 0.87
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.00
Avg. volume 1W:   200
Avg. price 1M:   0.96
Avg. volume 1M:   47.62
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -