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Goldman Sachs Put 60 FRA 21.06.20.../  DE000GP3VTV0  /

EUWAX
2024-05-31  4:27:29 PM Chg.-0.010 Bid6:22:37 PM Ask6:22:37 PM Underlying Strike price Expiration date Option type
0.740EUR -1.33% 0.730
Bid Size: 5,000		 0.780
Ask Size: 5,000		 FRAPORT AG FFM.AIRPO... 60.00 - 2024-06-21 Put
 

Master data

WKN: GP3VTV
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 2024-06-21
Issue date: 2023-05-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.66
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.74
Implied volatility: 0.91
Historic volatility: 0.28
Parity: 0.74
Time value: 0.20
Break-even: 50.70
Moneyness: 1.14
Premium: 0.04
Premium p.a.: 0.88
Spread abs.: 0.05
Spread %: 5.68%
Delta: -0.69
Theta: -0.09
Omega: -3.88
Rho: -0.03
 

Quote data

Open: 0.790
High: 0.800
Low: 0.740
Previous Close: 0.750
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.11%
1 Month
  -42.64%
3 Months
  -16.85%
YTD     0.00%
1 Year
  -48.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.750
1M High / 1M Low: 1.290 0.730
6M High / 6M Low: 1.550 0.650
High (YTD): 2024-04-16 1.550
Low (YTD): 2024-01-29 0.650
52W High: 2023-10-20 1.600
52W Low: 2024-01-29 0.650
Avg. price 1W:   0.850
Avg. volume 1W:   0.000
Avg. price 1M:   0.986
Avg. volume 1M:   0.000
Avg. price 6M:   0.940
Avg. volume 6M:   0.000
Avg. price 1Y:   1.110
Avg. volume 1Y:   0.000
Volatility 1M:   142.74%
Volatility 6M:   113.94%
Volatility 1Y:   99.00%
Volatility 3Y:   -