Goldman Sachs Put 6 PSM 20.06.202.../  DE000GQ6L7G0  /

EUWAX
31/05/2024  10:34:51 Chg.-0.080 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.770EUR -9.41% -
Bid Size: -
-
Ask Size: -
PROSIEBENSAT.1 NA O... 6.00 EUR 20/06/2025 Put
 

Master data

WKN: GQ6L7G
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Put
Strike price: 6.00 EUR
Maturity: 20/06/2025
Issue date: 06/10/2023
Last trading day: 19/06/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -8.53
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.45
Parity: -1.60
Time value: 0.89
Break-even: 5.11
Moneyness: 0.79
Premium: 0.33
Premium p.a.: 0.31
Spread abs.: 0.10
Spread %: 12.66%
Delta: -0.23
Theta: 0.00
Omega: -1.93
Rho: -0.03
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.850
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.49%
1 Month
  -8.33%
3 Months
  -39.37%
YTD
  -52.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.770
1M High / 1M Low: 0.900 0.740
6M High / 6M Low: 1.670 0.740
High (YTD): 08/02/2024 1.620
Low (YTD): 15/05/2024 0.740
52W High: - -
52W Low: - -
Avg. price 1W:   0.826
Avg. volume 1W:   0.000
Avg. price 1M:   0.833
Avg. volume 1M:   0.000
Avg. price 6M:   1.167
Avg. volume 6M:   4
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.77%
Volatility 6M:   77.34%
Volatility 1Y:   -
Volatility 3Y:   -