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Goldman Sachs Put 40 CIS 17.01.20.../  DE000GZ86PH1  /

EUWAX
2024-06-21  10:33:16 AM Chg.-0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.080EUR -11.11% -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 40.00 - 2025-01-17 Put
 

Master data

WKN: GZ86PH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 2025-01-17
Issue date: 2023-02-07
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -46.56
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.17
Parity: -0.42
Time value: 0.10
Break-even: 39.05
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 26.67%
Delta: -0.21
Theta: 0.00
Omega: -9.75
Rho: -0.06
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month  
+9.59%
3 Months     0.00%
YTD
  -27.27%
1 Year
  -52.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.080
1M High / 1M Low: 0.100 0.070
6M High / 6M Low: 0.140 0.046
High (YTD): 2024-02-15 0.140
Low (YTD): 2024-05-16 0.046
52W High: 2023-11-16 0.170
52W Low: 2024-05-16 0.046
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   0.097
Avg. volume 6M:   0.000
Avg. price 1Y:   0.116
Avg. volume 1Y:   0.000
Volatility 1M:   163.63%
Volatility 6M:   154.44%
Volatility 1Y:   146.50%
Volatility 3Y:   -