Goldman Sachs Put 150 ADP 17.01.2.../  DE000GZ81GC2  /

EUWAX
2024-05-24  9:02:31 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.070EUR - -
Bid Size: -
-
Ask Size: -
AUTOM. DATA PROC. DL... 150.00 - 2025-01-17 Put
 

Master data

WKN: GZ81GC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 2025-01-17
Issue date: 2023-02-03
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -152.98
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.17
Parity: -7.95
Time value: 0.15
Break-even: 148.50
Moneyness: 0.65
Premium: 0.35
Premium p.a.: 0.59
Spread abs.: 0.05
Spread %: 50.00%
Delta: -0.05
Theta: -0.01
Omega: -7.27
Rho: -0.08
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month
  -36.36%
3 Months
  -30.00%
YTD
  -65.00%
1 Year
  -89.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.060
1M High / 1M Low: 0.100 0.060
6M High / 6M Low: 0.220 0.060
High (YTD): 2024-01-02 0.190
Low (YTD): 2024-05-22 0.060
52W High: 2023-05-31 0.650
52W Low: 2024-05-22 0.060
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   0.124
Avg. volume 6M:   0.000
Avg. price 1Y:   0.203
Avg. volume 1Y:   0.000
Volatility 1M:   187.27%
Volatility 6M:   161.53%
Volatility 1Y:   149.06%
Volatility 3Y:   -