Goldman Sachs Put 50 DHL 20.06.20.../  DE000GP76W65  /

EUWAX
2024-06-14  9:31:41 AM Chg.+0.05 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.18EUR +4.42% -
Bid Size: -
-
Ask Size: -
DEUTSCHE POST AG NA ... 50.00 - 2025-06-20 Put
 

Master data

WKN: GP76W6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.36
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 1.14
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 1.14
Time value: 0.01
Break-even: 38.50
Moneyness: 1.29
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 2.68%
Delta: -0.71
Theta: 0.00
Omega: -2.37
Rho: -0.39
 

Quote data

Open: 1.18
High: 1.18
Low: 1.18
Previous Close: 1.13
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.28%
1 Month  
+10.28%
3 Months
  -7.09%
YTD  
+42.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.18 1.10
1M High / 1M Low: 1.18 1.00
6M High / 6M Low: 1.36 0.75
High (YTD): 2024-04-19 1.36
Low (YTD): 2024-01-26 0.77
52W High: - -
52W Low: - -
Avg. price 1W:   1.13
Avg. volume 1W:   0.00
Avg. price 1M:   1.11
Avg. volume 1M:   0.00
Avg. price 6M:   1.05
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   47.45%
Volatility 6M:   51.71%
Volatility 1Y:   -
Volatility 3Y:   -