Goldman Sachs Put 3000 GVDBF 21.0.../  DE000GP0E8C4  /

EUWAX
2024-06-07  10:07:24 AM Chg.0.000 Bid5:49:23 PM Ask5:49:23 PM Underlying Strike price Expiration date Option type
0.010EUR 0.00% 0.010
Bid Size: 10,000
-
Ask Size: -
Givaudan SA 3,000.00 - 2024-06-21 Put
 

Master data

WKN: GP0E8C
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Givaudan SA
Type: Warrant
Option type: Put
Strike price: 3,000.00 -
Maturity: 2024-06-21
Issue date: 2023-03-13
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -87.12
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.54
Historic volatility: 0.22
Parity: -14.17
Time value: 0.51
Break-even: 2,949.30
Moneyness: 0.68
Premium: 0.33
Premium p.a.: 0.00
Spread abs.: 0.50
Spread %: 7,142.86%
Delta: -0.08
Theta: -6.69
Omega: -6.54
Rho: -0.15
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -80.00%
3 Months
  -94.44%
YTD
  -98.59%
1 Year
  -99.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.010
1M High / 1M Low: 0.050 0.010
6M High / 6M Low: 0.980 0.010
High (YTD): 2024-01-23 0.900
Low (YTD): 2024-06-06 0.010
52W High: 2023-08-22 4.020
52W Low: 2024-06-06 0.010
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.021
Avg. volume 1M:   0.000
Avg. price 6M:   0.309
Avg. volume 6M:   0.000
Avg. price 1Y:   1.558
Avg. volume 1Y:   0.000
Volatility 1M:   215.13%
Volatility 6M:   177.33%
Volatility 1Y:   143.89%
Volatility 3Y:   -