Goldman Sachs Put 2000 GIVN 21.03.../  DE000GG6BHM0  /

EUWAX
5/31/2024  9:16:55 AM Chg.-0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.100EUR -9.09% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 2,000.00 CHF 3/21/2025 Put
 

Master data

WKN: GG6BHM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Put
Strike price: 2,000.00 CHF
Maturity: 3/21/2025
Issue date: 4/3/2024
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -307.07
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.22
Parity: -22.56
Time value: 0.14
Break-even: 2,029.05
Moneyness: 0.48
Premium: 0.53
Premium p.a.: 0.70
Spread abs.: 0.04
Spread %: 40.00%
Delta: -0.02
Theta: -0.13
Omega: -5.75
Rho: -0.76
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -33.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.100
1M High / 1M Low: 0.150 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.108
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -