Goldman Sachs Put 60 CMC 21.06.20.../  DE000GZ01C91  /

EUWAX
5/31/2024  10:51:37 AM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
JPMORGAN CHASE ... 60.00 - 6/21/2024 Put
 

Master data

WKN: GZ01C9
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 6/21/2024
Issue date: 9/15/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -184.93
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.75
Historic volatility: 0.15
Parity: -12.68
Time value: 0.10
Break-even: 58.99
Moneyness: 0.32
Premium: 0.68
Premium p.a.: 0.00
Spread abs.: 0.10
Spread %: 10,000.00%
Delta: -0.02
Theta: -0.13
Omega: -3.38
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -50.00%
YTD
  -66.67%
1 Year
  -97.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.006 0.001
High (YTD): 1/17/2024 0.005
Low (YTD): 5/31/2024 0.001
52W High: 6/6/2023 0.047
52W Low: 5/31/2024 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.002
Avg. volume 6M:   0.000
Avg. price 1Y:   0.013
Avg. volume 1Y:   .004
Volatility 1M:   -
Volatility 6M:   307.90%
Volatility 1Y:   237.85%
Volatility 3Y:   -