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

EUWAX
06/06/2024  09:26:27 Chg.+0.020 Bid11:44:42 Ask11:44:42 Underlying Strike price Expiration date Option type
0.760EUR +2.70% 0.800
Bid Size: 50,000		 0.820
Ask Size: 50,000		 GEA GROUP AG 45.00 - 21/06/2024 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: 21/06/2024
Issue date: 11/05/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.70
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.74
Implied volatility: 0.92
Historic volatility: 0.19
Parity: 0.74
Time value: 0.06
Break-even: 37.00
Moneyness: 1.20
Premium: 0.02
Premium p.a.: 0.49
Spread abs.: 0.05
Spread %: 6.67%
Delta: -0.81
Theta: -0.06
Omega: -3.79
Rho: -0.02
 

Quote data

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

Performance

1 Week  
+8.57%
1 Month
  -7.32%
3 Months  
+2.70%
YTD
  -7.32%
1 Year  
+10.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.690
1M High / 1M Low: 0.820 0.630
6M High / 6M Low: 1.140 0.630
High (YTD): 22/01/2024 1.000
Low (YTD): 27/05/2024 0.630
52W High: 27/10/2023 1.340
52W Low: 27/05/2024 0.630
Avg. price 1W:   0.714
Avg. volume 1W:   0.000
Avg. price 1M:   0.710
Avg. volume 1M:   0.000
Avg. price 6M:   0.828
Avg. volume 6M:   0.000
Avg. price 1Y:   0.903
Avg. volume 1Y:   0.000
Volatility 1M:   83.18%
Volatility 6M:   72.11%
Volatility 1Y:   65.01%
Volatility 3Y:   -