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Goldman Sachs Put 200 WCH 20.12.2.../  DE000GZ86QN7  /

EUWAX
2024-05-31  6:24:11 PM Chg.+0.04 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
9.83EUR +0.41% -
Bid Size: -		 -
Ask Size: -		 WACKER CHEMIE ... 200.00 - 2024-12-20 Put
 

Master data

WKN: GZ86QN
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: WACKER CHEMIE O.N.
Type: Warrant
Option type: Put
Strike price: 200.00 -
Maturity: 2024-12-20
Issue date: 2023-02-07
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -1.03
Leverage: Yes

Calculated values

Fair value: 9.81
Intrinsic value: 9.81
Implied volatility: 0.76
Historic volatility: 0.34
Parity: 9.81
Time value: 0.06
Break-even: 101.30
Moneyness: 1.96
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.10
Spread %: 1.02%
Delta: -0.81
Theta: -0.02
Omega: -0.84
Rho: -1.00
 

Quote data

Open: 9.84
High: 9.84
Low: 9.81
Previous Close: 9.79
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.40%
1 Month
  -1.80%
3 Months  
+2.08%
YTD  
+12.47%
1 Year  
+30.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.93 9.46
1M High / 1M Low: 10.08 9.45
6M High / 6M Low: 10.84 8.49
High (YTD): 2024-01-17 10.84
Low (YTD): 2024-04-08 8.63
52W High: 2024-01-17 10.84
52W Low: 2023-07-31 6.36
Avg. price 1W:   9.74
Avg. volume 1W:   0.00
Avg. price 1M:   9.82
Avg. volume 1M:   0.00
Avg. price 6M:   9.63
Avg. volume 6M:   0.00
Avg. price 1Y:   8.53
Avg. volume 1Y:   0.00
Volatility 1M:   33.62%
Volatility 6M:   35.90%
Volatility 1Y:   42.31%
Volatility 3Y:   -