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Goldman Sachs Put 45 G1A 21.06.20.../  DE000GP4HN51  /

EUWAX
2024-05-17  4:26:34 PM Chg.0.000 Bid4:31:31 PM Ask4:31:31 PM Underlying Strike price Expiration date Option type
0.750EUR 0.00% 0.760
Bid Size: 50,000		 0.770
Ask Size: 50,000		 GEA GROUP AG 45.00 - 2024-06-21 Put
 

Master data

WKN: GP4HN5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.68
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.76
Implied volatility: 0.57
Historic volatility: 0.19
Parity: 0.76
Time value: 0.04
Break-even: 37.00
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.06
Spread %: 8.11%
Delta: -0.83
Theta: -0.02
Omega: -3.87
Rho: -0.04
 

Quote data

Open: 0.770
High: 0.770
Low: 0.750
Previous Close: 0.750
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.29%
1 Month
  -11.76%
3 Months
  -5.06%
YTD
  -8.54%
1 Year  
+8.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.680
1M High / 1M Low: 0.900 0.680
6M High / 6M Low: 1.210 0.640
High (YTD): 2024-01-22 1.000
Low (YTD): 2024-03-22 0.640
52W High: 2023-10-27 1.340
52W Low: 2024-03-22 0.640
Avg. price 1W:   0.704
Avg. volume 1W:   0.000
Avg. price 1M:   0.793
Avg. volume 1M:   0.000
Avg. price 6M:   0.875
Avg. volume 6M:   0.000
Avg. price 1Y:   0.904
Avg. volume 1Y:   0.000
Volatility 1M:   70.48%
Volatility 6M:   71.91%
Volatility 1Y:   63.01%
Volatility 3Y:   -