Goldman Sachs Put 340 ACN 20.09.2.../  DE000GG68875  /

EUWAX
2024-05-30  11:07:35 AM Chg.+0.47 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
4.59EUR +11.41% -
Bid Size: -
-
Ask Size: -
Accenture Plc 340.00 USD 2024-09-20 Put
 

Master data

WKN: GG6887
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Accenture Plc
Type: Warrant
Option type: Put
Strike price: 340.00 USD
Maturity: 2024-09-20
Issue date: 2024-04-17
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.15
Leverage: Yes

Calculated values

Fair value: 4.28
Intrinsic value: 4.28
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 4.28
Time value: 0.14
Break-even: 270.58
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.07
Spread %: 1.61%
Delta: -0.78
Theta: -0.03
Omega: -4.80
Rho: -0.79
 

Quote data

Open: 4.59
High: 4.59
Low: 4.59
Previous Close: 4.12
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+44.80%
1 Month  
+30.03%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.12 3.17
1M High / 1M Low: 4.12 3.00
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.63
Avg. volume 1W:   0.00
Avg. price 1M:   3.44
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -