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Goldman Sachs Put 350 CHTR 21.06..../  DE000GQ89441  /

EUWAX
20/06/2024  09:39:19 Chg.-0.030 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.640EUR -4.48% -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 350.00 USD 21/06/2024 Put
 

Master data

WKN: GQ8944
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 350.00 USD
Maturity: 21/06/2024
Issue date: 01/11/2023
Last trading day: 20/06/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -3.69
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.67
Implied volatility: 3.53
Historic volatility: 0.32
Parity: 0.67
Time value: 0.03
Break-even: 255.67
Moneyness: 1.26
Premium: 0.01
Premium p.a.: 40.56
Spread abs.: 0.03
Spread %: 4.48%
Delta: -0.88
Theta: -4.82
Omega: -3.24
Rho: -0.01
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.48%
1 Month
  -8.57%
3 Months  
+25.49%
YTD  
+392.31%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.600
1M High / 1M Low: 0.750 0.570
6M High / 6M Low: 0.880 0.130
High (YTD): 29/04/2024 0.880
Low (YTD): 02/02/2024 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.664
Avg. volume 1W:   0.000
Avg. price 1M:   0.678
Avg. volume 1M:   0.000
Avg. price 6M:   0.545
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.97%
Volatility 6M:   271.53%
Volatility 1Y:   -
Volatility 3Y:   -