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Goldman Sachs Put 140 VOW3 21.06..../  DE000GZ5XSC1  /

EUWAX
2024-06-04  10:22:07 AM Chg.+0.26 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
2.67EUR +10.79% -
Bid Size: -		 -
Ask Size: -		 VOLKSWAGEN AG VZO O.... 140.00 - 2024-06-21 Put
 

Master data

WKN: GZ5XSC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 140.00 -
Maturity: 2024-06-21
Issue date: 2022-12-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.46
Leverage: Yes

Calculated values

Fair value: 2.51
Intrinsic value: 2.51
Implied volatility: 0.72
Historic volatility: 0.22
Parity: 2.51
Time value: 0.08
Break-even: 114.20
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.08
Spread %: 3.20%
Delta: -0.88
Theta: -0.09
Omega: -3.92
Rho: -0.06
 

Quote data

Open: 2.67
High: 2.67
Low: 2.67
Previous Close: 2.41
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.98%
1 Month
  -15.77%
3 Months  
+3.09%
YTD
  -21.70%
1 Year
  -0.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.61 2.41
1M High / 1M Low: 2.98 2.41
6M High / 6M Low: 3.80 1.97
High (YTD): 2024-01-19 3.80
Low (YTD): 2024-04-08 1.97
52W High: 2023-10-27 4.52
52W Low: 2024-04-08 1.97
Avg. price 1W:   2.49
Avg. volume 1W:   0.00
Avg. price 1M:   2.73
Avg. volume 1M:   0.00
Avg. price 6M:   2.86
Avg. volume 6M:   0.00
Avg. price 1Y:   3.02
Avg. volume 1Y:   1.97
Volatility 1M:   71.33%
Volatility 6M:   90.46%
Volatility 1Y:   74.06%
Volatility 3Y:   -