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

EUWAX
6/24/2024  10:15:51 AM Chg.-0.31 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
11.50EUR -2.62% 11.24
Bid Size: 5,000		 11.34
Ask Size: 5,000		 Swatch Group AG 300.00 - 12/20/2024 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: 12/20/2024
Issue date: 3/6/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.65
Leverage: Yes

Calculated values

Fair value: 10.47
Intrinsic value: 10.47
Implied volatility: 0.82
Historic volatility: 0.27
Parity: 10.47
Time value: 1.37
Break-even: 181.70
Moneyness: 1.54
Premium: 0.07
Premium p.a.: 0.15
Spread abs.: 0.15
Spread %: 1.28%
Delta: -0.66
Theta: -0.09
Omega: -1.10
Rho: -1.22
 

Quote data

Open: 11.50
High: 11.50
Low: 11.50
Previous Close: 11.81
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.35%
1 Month  
+5.22%
3 Months  
+9.21%
YTD  
+41.98%
1 Year  
+92.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.15 11.44
1M High / 1M Low: 12.15 10.70
6M High / 6M Low: 12.15 8.10
High (YTD): 6/17/2024 12.15
Low (YTD): 1/2/2024 8.41
52W High: 6/17/2024 12.15
52W Low: 7/13/2023 4.23
Avg. price 1W:   11.77
Avg. volume 1W:   0.00
Avg. price 1M:   11.36
Avg. volume 1M:   0.00
Avg. price 6M:   10.45
Avg. volume 6M:   0.00
Avg. price 1Y:   8.60
Avg. volume 1Y:   0.00
Volatility 1M:   34.72%
Volatility 6M:   49.88%
Volatility 1Y:   60.40%
Volatility 3Y:   -