Goldman Sachs Put 15 SZU 21.06.20.../  DE000GX9JWC6  /

EUWAX
2024-06-07  4:28:19 PM Chg.+0.060 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.880EUR +7.32% -
Bid Size: -
-
Ask Size: -
SUEDZUCKER AG O.N. 15.00 - 2024-06-21 Put
 

Master data

WKN: GX9JWC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SUEDZUCKER AG O.N.
Type: Warrant
Option type: Put
Strike price: 15.00 -
Maturity: 2024-06-21
Issue date: 2022-09-14
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -10.52
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.80
Implied volatility: 0.83
Historic volatility: 0.21
Parity: 0.80
Time value: 0.55
Break-even: 13.65
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 1.91
Spread abs.: 0.50
Spread %: 58.82%
Delta: -0.60
Theta: -0.03
Omega: -6.36
Rho: 0.00
 

Quote data

Open: 0.870
High: 0.880
Low: 0.870
Previous Close: 0.820
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.38%
1 Month
  -42.48%
3 Months
  -63.03%
YTD
  -41.33%
1 Year
  -34.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.820
1M High / 1M Low: 1.640 0.820
6M High / 6M Low: 2.670 0.820
High (YTD): 2024-03-19 2.670
Low (YTD): 2024-06-06 0.820
52W High: 2024-03-19 2.670
52W Low: 2024-06-06 0.820
Avg. price 1W:   0.874
Avg. volume 1W:   0.000
Avg. price 1M:   1.172
Avg. volume 1M:   0.000
Avg. price 6M:   1.828
Avg. volume 6M:   0.000
Avg. price 1Y:   1.634
Avg. volume 1Y:   0.000
Volatility 1M:   149.68%
Volatility 6M:   117.07%
Volatility 1Y:   111.18%
Volatility 3Y:   -