Goldman Sachs Put 6 DDD 16.01.202.../  DE000GG7ZZL1  /

EUWAX
2024-06-21  10:33:50 AM Chg.+0.03 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
2.67EUR +1.14% -
Bid Size: -
-
Ask Size: -
3D Systems Corporati... 6.00 USD 2026-01-16 Put
 

Master data

WKN: GG7ZZL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: 3D Systems Corporation
Type: Warrant
Option type: Put
Strike price: 6.00 USD
Maturity: 2026-01-16
Issue date: 2024-05-14
Last trading day: 2026-01-15
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -1.21
Leverage: Yes

Calculated values

Fair value: 2.55
Intrinsic value: 2.32
Implied volatility: 0.73
Historic volatility: 0.64
Parity: 2.32
Time value: 0.39
Break-even: 2.90
Moneyness: 1.70
Premium: 0.12
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.74%
Delta: -0.52
Theta: 0.00
Omega: -0.64
Rho: -0.07
 

Quote data

Open: 2.67
High: 2.67
Low: 2.67
Previous Close: 2.64
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.38%
1 Month
  -1.48%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.67 2.64
1M High / 1M Low: 2.71 2.27
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.66
Avg. volume 1W:   0.00
Avg. price 1M:   2.56
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   50.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -