Goldman Sachs Put 4.5 DDD 16.08.2.../  DE000GG84SU3  /

EUWAX
2024-06-13  10:03:20 AM Chg.-0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.780EUR -1.27% -
Bid Size: -
-
Ask Size: -
3D Systems Corporati... 4.50 USD 2024-08-16 Put
 

Master data

WKN: GG84SU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: 3D Systems Corporation
Type: Warrant
Option type: Put
Strike price: 4.50 USD
Maturity: 2024-08-16
Issue date: 2024-05-16
Last trading day: 2024-08-15
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -4.43
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.48
Implied volatility: 0.89
Historic volatility: 0.63
Parity: 0.48
Time value: 0.35
Break-even: 3.33
Moneyness: 1.13
Premium: 0.09
Premium p.a.: 0.68
Spread abs.: 0.02
Spread %: 2.47%
Delta: -0.55
Theta: 0.00
Omega: -2.44
Rho: -0.01
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.790
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.81%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.620
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.754
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -