OverviewChartNewsTraderScreen

Goldman Sachs Put 16 SZU 21.06.20.../  DE000GZ3XDS4  /

EUWAX
2024-05-28  6:24:39 PM Chg.+0.11 Bid6:55:44 PM Ask6:55:44 PM Underlying Strike price Expiration date Option type
2.24EUR +5.16% 2.24
Bid Size: 2,000		 2.94
Ask Size: 1,000		 SUEDZUCKER AG O.N. 16.00 - 2024-06-21 Put
 

Master data

WKN: GZ3XDS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SUEDZUCKER AG O.N.
Type: Warrant
Option type: Put
Strike price: 16.00 -
Maturity: 2024-06-21
Issue date: 2022-11-25
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -4.91
Leverage: Yes

Calculated values

Fair value: 2.15
Intrinsic value: 2.15
Implied volatility: 1.01
Historic volatility: 0.21
Parity: 2.15
Time value: 0.67
Break-even: 13.18
Moneyness: 1.16
Premium: 0.05
Premium p.a.: 1.05
Spread abs.: 0.70
Spread %: 33.02%
Delta: -0.66
Theta: -0.03
Omega: -3.25
Rho: -0.01
 

Quote data

Open: 2.21
High: 2.24
Low: 2.21
Previous Close: 2.13
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.34%
1 Month
  -24.32%
3 Months
  -27.74%
YTD  
+4.19%
1 Year  
+18.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.21 2.03
1M High / 1M Low: 2.92 1.96
6M High / 6M Low: 3.64 1.94
High (YTD): 2024-03-19 3.64
Low (YTD): 2024-01-04 1.94
52W High: 2024-03-19 3.64
52W Low: 2023-07-12 1.23
Avg. price 1W:   2.14
Avg. volume 1W:   0.00
Avg. price 1M:   2.38
Avg. volume 1M:   0.00
Avg. price 6M:   2.75
Avg. volume 6M:   0.00
Avg. price 1Y:   2.34
Avg. volume 1Y:   0.00
Volatility 1M:   88.10%
Volatility 6M:   83.89%
Volatility 1Y:   91.47%
Volatility 3Y:   -