Goldman Sachs Put 280 ACN 20.09.2.../  DE000GG76NM7  /

EUWAX
2024-05-29  9:54:35 AM Chg.+0.130 Bid9:21:33 PM Ask9:21:33 PM Underlying Strike price Expiration date Option type
0.800EUR +19.40% 0.880
Bid Size: 10,000
0.910
Ask Size: 10,000
Accenture Plc 280.00 USD 2024-09-20 Put
 

Master data

WKN: GG76NM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Accenture Plc
Type: Warrant
Option type: Put
Strike price: 280.00 USD
Maturity: 2024-09-20
Issue date: 2024-05-02
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -33.87
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -1.63
Time value: 0.81
Break-even: 249.94
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.31
Spread abs.: 0.03
Spread %: 3.85%
Delta: -0.29
Theta: -0.05
Omega: -9.75
Rho: -0.27
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.670
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.15%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.520
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.612
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -