Goldman Sachs Put 50 ZAL 21.06.2024
/ DE000GZ70CA8
Goldman Sachs Put 50 ZAL 21.06.20.../ DE000GZ70CA8 /
2024-06-11 1:26:36 PM |
Chg.+0.04 |
Bid2:30:48 PM |
Ask2:30:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.71EUR |
+1.50% |
2.70 Bid Size: 20,000 |
2.72 Ask Size: 10,000 |
ZALANDO SE |
50.00 - |
2024-06-21 |
Put |
Master data
WKN: |
GZ70CA |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
ZALANDO SE |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-01-16 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-0.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.67 |
Intrinsic value: |
2.67 |
Implied volatility: |
4.25 |
Historic volatility: |
0.48 |
Parity: |
2.67 |
Time value: |
0.16 |
Break-even: |
21.70 |
Moneyness: |
2.15 |
Premium: |
0.07 |
Premium p.a.: |
9.99 |
Spread abs.: |
0.20 |
Spread %: |
7.60% |
Delta: |
-0.77 |
Theta: |
-0.25 |
Omega: |
-0.63 |
Rho: |
-0.01 |
Quote data
Open: |
2.67 |
High: |
2.71 |
Low: |
2.67 |
Previous Close: |
2.67 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.69% |
1 Month |
|
|
+10.61% |
3 Months |
|
|
-13.14% |
YTD |
|
|
-4.58% |
1 Year |
|
|
+5.86% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.67 |
2.54 |
1M High / 1M Low: |
2.67 |
2.47 |
6M High / 6M Low: |
3.35 |
2.27 |
High (YTD): |
2024-01-18 |
3.35 |
Low (YTD): |
2024-04-17 |
2.27 |
52W High: |
2024-01-18 |
3.35 |
52W Low: |
2023-07-31 |
1.90 |
Avg. price 1W: |
|
2.60 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.58 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.78 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.63 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
22.85% |
Volatility 6M: |
|
37.69% |
Volatility 1Y: |
|
41.38% |
Volatility 3Y: |
|
- |