Goldman Sachs Put 3400 GVDBF 21.0.../  DE000GP30BP3  /

EUWAX
2024-06-17  10:39:11 AM Chg.+0.010 Bid3:13:42 PM Ask3:13:42 PM Underlying Strike price Expiration date Option type
0.020EUR +100.00% 0.020
Bid Size: 10,000
0.220
Ask Size: 10,000
Givaudan SA 3,400.00 - 2024-06-21 Put
 

Master data

WKN: GP30BP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Givaudan SA
Type: Warrant
Option type: Put
Strike price: 3,400.00 -
Maturity: 2024-06-21
Issue date: 2023-04-20
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -87.75
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.22
Historic volatility: 0.22
Parity: -10.84
Time value: 0.51
Break-even: 3,348.90
Moneyness: 0.76
Premium: 0.25
Premium p.a.: 0.00
Spread abs.: 0.50
Spread %: 4,545.45%
Delta: -0.09
Theta: -21.92
Omega: -8.33
Rho: -0.05
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month
  -60.00%
3 Months
  -93.94%
YTD
  -99.01%
1 Year
  -99.67%
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: 2.670 0.010
High (YTD): 2024-01-23 2.670
Low (YTD): 2024-06-14 0.010
52W High: 2023-08-22 7.420
52W Low: 2024-06-14 0.010
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.762
Avg. volume 6M:   0.000
Avg. price 1Y:   3.088
Avg. volume 1Y:   0.000
Volatility 1M:   223.98%
Volatility 6M:   191.54%
Volatility 1Y:   147.26%
Volatility 3Y:   -