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Goldman Sachs Put 160 WCH 21.06.2.../  DE000GP24P83  /

EUWAX
2024-05-17  6:24:19 PM Chg.+0.23 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
5.69EUR +4.21% -
Bid Size: -		 -
Ask Size: -		 WACKER CHEMIE ... 160.00 - 2024-06-21 Put
 

Master data

WKN: GP24P8
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: WACKER CHEMIE O.N.
Type: Warrant
Option type: Put
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2023-04-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -1.77
Leverage: Yes

Calculated values

Fair value: 5.69
Intrinsic value: 5.69
Implied volatility: 1.11
Historic volatility: 0.34
Parity: 5.69
Time value: 0.15
Break-even: 101.70
Moneyness: 1.55
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.37
Spread %: 6.78%
Delta: -0.87
Theta: -0.09
Omega: -1.54
Rho: -0.14
 

Quote data

Open: 5.61
High: 5.79
Low: 5.61
Previous Close: 5.46
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.72%
1 Month  
+7.56%
3 Months
  -4.85%
YTD  
+18.05%
1 Year  
+37.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.95 5.46
1M High / 1M Low: 6.09 5.21
6M High / 6M Low: 6.98 4.27
High (YTD): 2024-01-17 6.98
Low (YTD): 2024-04-08 4.73
52W High: 2024-01-17 6.98
52W Low: 2023-09-15 2.94
Avg. price 1W:   5.72
Avg. volume 1W:   0.00
Avg. price 1M:   5.79
Avg. volume 1M:   0.00
Avg. price 6M:   5.59
Avg. volume 6M:   0.00
Avg. price 1Y:   4.70
Avg. volume 1Y:   0.00
Volatility 1M:   47.59%
Volatility 6M:   61.16%
Volatility 1Y:   68.68%
Volatility 3Y:   -