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Goldman Sachs Put 350 SWGAF 20.12.../  DE000GZ9XPS5  /

EUWAX
2024-09-25  9:57:58 AM Chg.-0.13 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
20.62EUR -0.63% -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 350.00 - 2024-12-20 Put
 

Master data

WKN: GZ9XPS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Put
Strike price: 350.00 -
Maturity: 2024-12-20
Issue date: 2023-05-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -0.77
Leverage: Yes

Calculated values

Fair value: 18.75
Intrinsic value: 18.75
Implied volatility: 2.00
Historic volatility: 0.28
Parity: 18.75
Time value: 2.40
Break-even: 138.60
Moneyness: 2.15
Premium: 0.15
Premium p.a.: 0.79
Spread abs.: 0.07
Spread %: 0.33%
Delta: -0.62
Theta: -0.32
Omega: -0.47
Rho: -0.73
 

Quote data

Open: 20.62
High: 20.62
Low: 20.62
Previous Close: 20.75
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.25%
1 Month  
+14.87%
3 Months  
+23.62%
YTD  
+55.15%
1 Year  
+69.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 21.06 20.20
1M High / 1M Low: 21.06 17.73
6M High / 6M Low: 21.06 14.52
High (YTD): 2024-09-23 21.06
Low (YTD): 2024-01-02 13.53
52W High: 2024-09-23 21.06
52W Low: 2023-11-08 11.45
Avg. price 1W:   20.75
Avg. volume 1W:   0.00
Avg. price 1M:   19.69
Avg. volume 1M:   0.00
Avg. price 6M:   17.25
Avg. volume 6M:   0.00
Avg. price 1Y:   15.56
Avg. volume 1Y:   0.00
Volatility 1M:   29.09%
Volatility 6M:   32.71%
Volatility 1Y:   36.24%
Volatility 3Y:   -