Goldman Sachs Put 320 ACN 16.08.2.../  DE000GG63645  /

EUWAX
5/13/2024  11:23:02 AM Chg.+0.04 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.79EUR +2.29% -
Bid Size: -
-
Ask Size: -
Accenture Plc 320.00 USD 8/16/2024 Put
 

Master data

WKN: GG6364
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Accenture Plc
Type: Warrant
Option type: Put
Strike price: 320.00 USD
Maturity: 8/16/2024
Issue date: 4/15/2024
Last trading day: 8/15/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.89
Leverage: Yes

Calculated values

Fair value: 1.70
Intrinsic value: 1.27
Implied volatility: 0.23
Historic volatility: 0.19
Parity: 1.27
Time value: 0.64
Break-even: 278.01
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 1.60%
Delta: -0.59
Theta: -0.05
Omega: -8.76
Rho: -0.49
 

Quote data

Open: 1.75
High: 1.79
Low: 1.75
Previous Close: 1.75
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.68%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.05 1.64
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.79
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -