OverviewChartNewsTraderScreen

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

EUWAX
21/06/2024  10:54:54 Chg.+0.44 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
17.05EUR +2.65% -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 350.00 - 20/12/2024 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: 20/12/2024
Issue date: 17/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.15
Leverage: Yes

Calculated values

Fair value: 15.47
Intrinsic value: 15.47
Implied volatility: 1.02
Historic volatility: 0.27
Parity: 15.47
Time value: 1.59
Break-even: 179.50
Moneyness: 1.79
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.15
Spread %: 0.89%
Delta: -0.67
Theta: -0.11
Omega: -0.76
Rho: -1.49
 

Quote data

Open: 17.05
High: 17.05
Low: 17.05
Previous Close: 16.61
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.23%
1 Month  
+7.23%
3 Months  
+9.22%
YTD  
+28.29%
1 Year  
+71.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 17.38 16.61
1M High / 1M Low: 17.38 15.73
6M High / 6M Low: 17.38 13.29
High (YTD): 17/06/2024 17.38
Low (YTD): 02/01/2024 13.53
52W High: 17/06/2024 17.38
52W Low: 13/07/2023 7.51
Avg. price 1W:   17.01
Avg. volume 1W:   0.00
Avg. price 1M:   16.48
Avg. volume 1M:   0.00
Avg. price 6M:   15.59
Avg. volume 6M:   0.00
Avg. price 1Y:   13.39
Avg. volume 1Y:   0.00
Volatility 1M:   25.57%
Volatility 6M:   33.85%
Volatility 1Y:   44.74%
Volatility 3Y:   -