Goldman Sachs Put 400 ACN 16.01.2.../  DE000GG6BM63  /

EUWAX
2024-05-29  9:19:53 AM Chg.+0.36 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
9.54EUR +3.92% -
Bid Size: -
-
Ask Size: -
Accenture Plc 400.00 USD 2026-01-16 Put
 

Master data

WKN: GG6BM6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Accenture Plc
Type: Warrant
Option type: Put
Strike price: 400.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-03
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.88
Leverage: Yes

Calculated values

Fair value: 9.42
Intrinsic value: 9.42
Implied volatility: 0.33
Historic volatility: 0.19
Parity: 9.42
Time value: 0.11
Break-even: 273.32
Moneyness: 1.34
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.05
Spread %: 0.53%
Delta: -0.63
Theta: -0.01
Omega: -1.83
Rho: -4.41
 

Quote data

Open: 9.54
High: 9.54
Low: 9.54
Previous Close: 9.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.93%
1 Month  
+7.43%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.54 8.60
1M High / 1M Low: 9.54 8.44
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   9.07
Avg. volume 1W:   0.00
Avg. price 1M:   8.85
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   45.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -