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Goldman Sachs Put 25 LXS 21.06.20.../  DE000GP2L629  /

EUWAX
2024-05-28  6:24:05 PM Chg.- Bid9:51:40 AM Ask9:51:40 AM Underlying Strike price Expiration date Option type
0.042EUR - 0.062
Bid Size: 100,000		 -
Ask Size: -		 LANXESS AG 25.00 - 2024-06-21 Put
 

Master data

WKN: GP2L62
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Put
Strike price: 25.00 -
Maturity: 2024-06-21
Issue date: 2023-04-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -62.49
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.38
Parity: -0.06
Time value: 0.04
Break-even: 24.59
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.87
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.34
Theta: -0.01
Omega: -21.00
Rho: -0.01
 

Quote data

Open: 0.049
High: 0.053
Low: 0.042
Previous Close: 0.061
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -53.33%
1 Month
  -53.33%
3 Months
  -87.27%
YTD
  -75.29%
1 Year
  -70.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.042
1M High / 1M Low: 0.090 0.035
6M High / 6M Low: 0.440 0.035
High (YTD): 2024-03-05 0.340
Low (YTD): 2024-05-09 0.035
52W High: 2023-10-26 0.570
52W Low: 2024-05-09 0.035
Avg. price 1W:   0.067
Avg. volume 1W:   0.000
Avg. price 1M:   0.061
Avg. volume 1M:   0.000
Avg. price 6M:   0.188
Avg. volume 6M:   0.000
Avg. price 1Y:   0.249
Avg. volume 1Y:   0.000
Volatility 1M:   444.32%
Volatility 6M:   240.32%
Volatility 1Y:   201.17%
Volatility 3Y:   -