Goldman Sachs Put 340 ACN 16.08.2.../  DE000GG68602  /

EUWAX
07/06/2024  09:46:45 Chg.-0.08 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
4.45EUR -1.77% -
Bid Size: -
-
Ask Size: -
Accenture Plc 340.00 USD 16/08/2024 Put
 

Master data

WKN: GG6860
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Accenture Plc
Type: Warrant
Option type: Put
Strike price: 340.00 USD
Maturity: 16/08/2024
Issue date: 17/04/2024
Last trading day: 15/08/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.47
Leverage: Yes

Calculated values

Fair value: 4.78
Intrinsic value: 4.78
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 4.78
Time value: 0.10
Break-even: 265.97
Moneyness: 1.18
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.07
Spread %: 1.46%
Delta: -0.84
Theta: -0.04
Omega: -4.58
Rho: -0.51
 

Quote data

Open: 4.45
High: 4.45
Low: 4.45
Previous Close: 4.53
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.26%
1 Month  
+54.51%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.41 4.45
1M High / 1M Low: 5.41 2.88
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.89
Avg. volume 1W:   0.00
Avg. price 1M:   3.81
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -