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

EUWAX
17/06/2024  10:47:11 Chg.+0.44 Bid15:54:59 Ask15:54:59 Underlying Strike price Expiration date Option type
12.15EUR +3.76% 12.15
Bid Size: 20,000		 12.18
Ask Size: 20,000		 Swatch Group AG 300.00 - 20/12/2024 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: 20/12/2024
Issue date: 06/03/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.60
Leverage: Yes

Calculated values

Fair value: 10.65
Intrinsic value: 10.65
Implied volatility: 0.84
Historic volatility: 0.26
Parity: 10.65
Time value: 1.43
Break-even: 179.30
Moneyness: 1.55
Premium: 0.07
Premium p.a.: 0.15
Spread abs.: 0.37
Spread %: 3.16%
Delta: -0.66
Theta: -0.09
Omega: -1.05
Rho: -1.26
 

Quote data

Open: 12.15
High: 12.15
Low: 12.15
Previous Close: 11.71
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.14%
1 Month  
+20.90%
3 Months  
+21.87%
YTD  
+50.00%
1 Year  
+121.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.78 11.48
1M High / 1M Low: 11.78 10.05
6M High / 6M Low: 12.01 7.78
High (YTD): 19/04/2024 12.01
Low (YTD): 02/01/2024 8.41
52W High: 19/04/2024 12.01
52W Low: 13/07/2023 4.23
Avg. price 1W:   11.62
Avg. volume 1W:   0.00
Avg. price 1M:   11.09
Avg. volume 1M:   0.00
Avg. price 6M:   10.29
Avg. volume 6M:   0.00
Avg. price 1Y:   8.49
Avg. volume 1Y:   0.00
Volatility 1M:   31.35%
Volatility 6M:   49.11%
Volatility 1Y:   60.66%
Volatility 3Y:   -