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

EUWAX
2024-06-17  10:05:21 AM Chg.-0.020 Bid4:17:21 PM Ask4:17:21 PM Underlying Strike price Expiration date Option type
0.680EUR -2.86% 0.690
Bid Size: 50,000		 0.700
Ask Size: 50,000		 Charter Communicatio... 350.00 USD 2024-06-21 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: 2024-06-21
Issue date: 2023-11-01
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -3.64
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.69
Implied volatility: 1.70
Historic volatility: 0.32
Parity: 0.69
Time value: 0.02
Break-even: 256.02
Moneyness: 1.27
Premium: 0.01
Premium p.a.: 1.10
Spread abs.: 0.02
Spread %: 2.90%
Delta: -0.89
Theta: -1.04
Omega: -3.24
Rho: -0.03
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+1.49%
3 Months  
+28.30%
YTD  
+423.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.670
1M High / 1M Low: 0.750 0.570
6M High / 6M Low: 0.880 0.130
High (YTD): 2024-04-29 0.880
Low (YTD): 2024-02-02 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.684
Avg. volume 1W:   0.000
Avg. price 1M:   0.681
Avg. volume 1M:   0.000
Avg. price 6M:   0.537
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.18%
Volatility 6M:   271.51%
Volatility 1Y:   -
Volatility 3Y:   -