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Goldman Sachs Put 700 ASME 20.12..../  DE000GP9ZLU7  /

EUWAX
2024-09-23  9:27:04 AM Chg.+0.77 Bid1:35:30 PM Ask1:35:30 PM Underlying Strike price Expiration date Option type
4.81EUR +19.06% 4.33
Bid Size: 2,000		 4.48
Ask Size: 500		 ASML HOLDING EO -... 700.00 EUR 2024-12-20 Put
 

Master data

WKN: GP9ZLU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Put
Strike price: 700.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -13.47
Leverage: Yes

Calculated values

Fair value: 3.91
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.36
Parity: -1.67
Time value: 5.32
Break-even: 646.80
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 0.47
Spread abs.: 0.50
Spread %: 10.37%
Delta: -0.40
Theta: -0.33
Omega: -5.39
Rho: -0.82
 

Quote data

Open: 4.81
High: 4.81
Low: 4.81
Previous Close: 4.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.82%
1 Month  
+112.83%
3 Months  
+311.11%
YTD
  -37.77%
1 Year
  -70.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.92 4.04
1M High / 1M Low: 6.96 2.00
6M High / 6M Low: 6.96 0.71
High (YTD): 2024-01-05 9.87
Low (YTD): 2024-07-15 0.71
52W High: 2023-09-26 16.99
52W Low: 2024-07-15 0.71
Avg. price 1W:   4.48
Avg. volume 1W:   0.00
Avg. price 1M:   4.03
Avg. volume 1M:   0.00
Avg. price 6M:   2.50
Avg. volume 6M:   0.00
Avg. price 1Y:   5.65
Avg. volume 1Y:   0.00
Volatility 1M:   474.97%
Volatility 6M:   349.80%
Volatility 1Y:   259.86%
Volatility 3Y:   -