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Goldman Sachs Put 30 ZAL 21.06.20.../  DE000GK9RW62  /

EUWAX
2024-06-13  3:26:29 PM Chg.+0.050 Bid3:58:59 PM Ask3:58:59 PM Underlying Strike price Expiration date Option type
0.710EUR +7.58% 0.730
Bid Size: 100,000		 0.740
Ask Size: 100,000		 ZALANDO SE 30.00 - 2024-06-21 Put
 

Master data

WKN: GK9RW6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ZALANDO SE
Type: Warrant
Option type: Put
Strike price: 30.00 -
Maturity: 2024-06-21
Issue date: 2022-09-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.82
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.66
Implied volatility: 2.71
Historic volatility: 0.48
Parity: 0.66
Time value: 0.17
Break-even: 21.70
Moneyness: 1.28
Premium: 0.07
Premium p.a.: 23.53
Spread abs.: 0.15
Spread %: 22.06%
Delta: -0.66
Theta: -0.21
Omega: -1.87
Rho: -0.01
 

Quote data

Open: 0.700
High: 0.720
Low: 0.700
Previous Close: 0.660
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.56%
1 Month  
+39.22%
3 Months
  -10.13%
YTD
  -20.22%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.570
1M High / 1M Low: 0.680 0.460
6M High / 6M Low: 1.370 0.360
High (YTD): 2024-01-17 1.370
Low (YTD): 2024-04-17 0.360
52W High: 2024-01-17 1.370
52W Low: 2024-04-17 0.360
Avg. price 1W:   0.636
Avg. volume 1W:   0.000
Avg. price 1M:   0.579
Avg. volume 1M:   0.000
Avg. price 6M:   0.805
Avg. volume 6M:   8
Avg. price 1Y:   0.756
Avg. volume 1Y:   3.906
Volatility 1M:   99.83%
Volatility 6M:   124.83%
Volatility 1Y:   111.63%
Volatility 3Y:   -