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Goldman Sachs Put 40 SZG 21.06.20.../  DE000GZ6QPE5  /

EUWAX
2024-05-21  12:16:24 PM Chg.-0.01 Bid5:36:53 PM Ask5:36:53 PM Underlying Strike price Expiration date Option type
1.70EUR -0.58% 1.71
Bid Size: 10,000		 1.86
Ask Size: 10,000		 SALZGITTER AG O.N. 40.00 - 2024-06-21 Put
 

Master data

WKN: GZ6QPE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SALZGITTER AG O.N.
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 2024-06-21
Issue date: 2023-01-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -1.22
Leverage: Yes

Calculated values

Fair value: 1.72
Intrinsic value: 1.72
Implied volatility: 2.05
Historic volatility: 0.35
Parity: 1.72
Time value: 0.15
Break-even: 21.30
Moneyness: 1.75
Premium: 0.07
Premium p.a.: 1.14
Spread abs.: 0.22
Spread %: 13.33%
Delta: -0.74
Theta: -0.07
Omega: -0.90
Rho: -0.03
 

Quote data

Open: 1.71
High: 1.71
Low: 1.70
Previous Close: 1.71
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.86%
1 Month  
+1.80%
3 Months  
+8.97%
YTD  
+39.34%
1 Year  
+61.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.77 1.66
1M High / 1M Low: 1.85 1.50
6M High / 6M Low: 1.85 1.09
High (YTD): 2024-05-08 1.85
Low (YTD): 2024-01-02 1.23
52W High: 2024-05-08 1.85
52W Low: 2023-06-14 0.86
Avg. price 1W:   1.73
Avg. volume 1W:   0.00
Avg. price 1M:   1.69
Avg. volume 1M:   0.00
Avg. price 6M:   1.49
Avg. volume 6M:   0.00
Avg. price 1Y:   1.38
Avg. volume 1Y:   0.00
Volatility 1M:   80.42%
Volatility 6M:   59.71%
Volatility 1Y:   61.59%
Volatility 3Y:   -