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Goldman Sachs Put 300 SWGAF 20.12.../  DE000GZ9K9Q4  /

EUWAX
2024-06-14  9:29:02 AM Chg.+0.11 Bid5:15:31 PM Ask5:15:31 PM Underlying Strike price Expiration date Option type
11.71EUR +0.95% 12.08
Bid Size: 20,000		 12.11
Ask Size: 20,000		 Swatch Group AG 300.00 - 2024-12-20 Put
 

Master data

WKN: GZ9K9Q
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Put
Strike price: 300.00 -
Maturity: 2024-12-20
Issue date: 2023-03-06
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.68
Leverage: Yes

Calculated values

Fair value: 10.48
Intrinsic value: 10.48
Implied volatility: 0.77
Historic volatility: 0.26
Parity: 10.48
Time value: 1.16
Break-even: 183.70
Moneyness: 1.54
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.10
Spread %: 0.87%
Delta: -0.68
Theta: -0.08
Omega: -1.14
Rho: -1.29
 

Quote data

Open: 11.71
High: 11.71
Low: 11.71
Previous Close: 11.60
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.09%
1 Month  
+7.04%
3 Months  
+23.78%
YTD  
+44.57%
1 Year  
+111.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.78 11.47
1M High / 1M Low: 11.78 10.05
6M High / 6M Low: 12.01 7.39
High (YTD): 2024-04-19 12.01
Low (YTD): 2024-01-02 8.41
52W High: 2024-04-19 12.01
52W Low: 2023-07-13 4.23
Avg. price 1W:   11.57
Avg. volume 1W:   0.00
Avg. price 1M:   11.04
Avg. volume 1M:   0.00
Avg. price 6M:   10.24
Avg. volume 6M:   0.00
Avg. price 1Y:   8.44
Avg. volume 1Y:   0.00
Volatility 1M:   40.89%
Volatility 6M:   49.17%
Volatility 1Y:   60.59%
Volatility 3Y:   -