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Goldman Sachs Put 45 G1A 20.12.20.../  DE000GP4HJW6  /

EUWAX
2024-06-06  4:09:33 PM Chg.+0.060 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.800EUR +8.11% -
Bid Size: -		 -
Ask Size: -		 GEA GROUP AG 45.00 - 2024-12-20 Put
 

Master data

WKN: GP4HJW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 2024-12-20
Issue date: 2023-05-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.70
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.74
Implied volatility: 0.33
Historic volatility: 0.19
Parity: 0.74
Time value: 0.06
Break-even: 37.00
Moneyness: 1.20
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.05
Spread %: 6.67%
Delta: -0.70
Theta: 0.00
Omega: -3.31
Rho: -0.19
 

Quote data

Open: 0.760
High: 0.800
Low: 0.760
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month
  -2.44%
3 Months  
+1.27%
YTD
  -5.88%
1 Year  
+2.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.690
1M High / 1M Low: 0.820 0.640
6M High / 6M Low: 1.130 0.640
High (YTD): 2024-01-22 1.020
Low (YTD): 2024-05-27 0.640
52W High: 2023-10-27 1.350
52W Low: 2024-05-27 0.640
Avg. price 1W:   0.714
Avg. volume 1W:   0.000
Avg. price 1M:   0.713
Avg. volume 1M:   0.000
Avg. price 6M:   0.850
Avg. volume 6M:   0.000
Avg. price 1Y:   0.943
Avg. volume 1Y:   0.000
Volatility 1M:   72.63%
Volatility 6M:   61.95%
Volatility 1Y:   55.54%
Volatility 3Y:   -