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

EUWAX
9/25/2024  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 - 12/20/2024 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: 12/20/2024
Issue date: 5/17/2023
Last trading day: 12/19/2024
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  
+2.08%
1 Month  
+16.30%
3 Months  
+25.20%
YTD  
+55.15%
1 Year  
+65.36%
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): 9/23/2024 21.06
Low (YTD): 1/2/2024 13.53
52W High: 9/23/2024 21.06
52W Low: 11/8/2023 11.45
Avg. price 1W:   20.70
Avg. volume 1W:   0.00
Avg. price 1M:   19.73
Avg. volume 1M:   0.00
Avg. price 6M:   17.28
Avg. volume 6M:   0.00
Avg. price 1Y:   15.59
Avg. volume 1Y:   0.00
Volatility 1M:   28.78%
Volatility 6M:   32.72%
Volatility 1Y:   36.17%
Volatility 3Y:   -