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Goldman Sachs Put 150 VOW3 21.06..../  DE000GZ9R0C6  /

EUWAX
2024-05-22  9:24:07 AM Chg.+0.10 Bid9:45:19 AM Ask9:45:19 AM Underlying Strike price Expiration date Option type
3.91EUR +2.62% 3.92
Bid Size: 30,000		 3.94
Ask Size: 30,000		 VOLKSWAGEN AG VZO O.... 150.00 - 2024-06-21 Put
 

Master data

WKN: GZ9R0C
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 2024-06-21
Issue date: 2023-03-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.12
Leverage: Yes

Calculated values

Fair value: 3.09
Intrinsic value: 3.09
Implied volatility: 1.27
Historic volatility: 0.21
Parity: 3.09
Time value: 0.74
Break-even: 111.80
Moneyness: 1.26
Premium: 0.06
Premium p.a.: 1.07
Spread abs.: 0.05
Spread %: 1.33%
Delta: -0.67
Theta: -0.25
Omega: -2.09
Rho: -0.10
 

Quote data

Open: 3.91
High: 3.91
Low: 3.91
Previous Close: 3.81
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.22%
1 Month  
+7.71%
3 Months  
+15.00%
YTD
  -10.32%
1 Year  
+13.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.81 3.58
1M High / 1M Low: 4.17 3.56
6M High / 6M Low: 4.93 2.93
High (YTD): 2024-01-19 4.76
Low (YTD): 2024-04-08 2.93
52W High: 2023-10-27 5.47
52W Low: 2023-06-14 2.69
Avg. price 1W:   3.68
Avg. volume 1W:   0.00
Avg. price 1M:   3.80
Avg. volume 1M:   0.00
Avg. price 6M:   3.90
Avg. volume 6M:   0.00
Avg. price 1Y:   3.94
Avg. volume 1Y:   0.00
Volatility 1M:   58.50%
Volatility 6M:   66.69%
Volatility 1Y:   58.10%
Volatility 3Y:   -