Goldman Sachs Put 3600 GIVN 21.06.../  DE000GG1SYK4  /

EUWAX
28/05/2024  13:48:36 Chg.0.000 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.040EUR 0.00% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 3,600.00 CHF 21/06/2024 Put
 

Master data

WKN: GG1SYK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Put
Strike price: 3,600.00 CHF
Maturity: 21/06/2024
Issue date: 05/01/2024
Last trading day: 20/06/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -123.09
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.22
Parity: -6.30
Time value: 0.35
Break-even: 3,594.20
Moneyness: 0.85
Premium: 0.16
Premium p.a.: 8.08
Spread abs.: 0.30
Spread %: 652.17%
Delta: -0.11
Theta: -2.33
Omega: -13.71
Rho: -0.33
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -88.24%
3 Months
  -96.97%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.040
1M High / 1M Low: 0.280 0.040
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.126
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   210.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -