Goldman Sachs Put 38 G1A 20.09.20.../  DE000GG51ZK8  /

EUWAX
2024-05-31  4:15:57 PM Chg.-0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.190EUR -5.00% -
Bid Size: -
-
Ask Size: -
GEA GROUP AG 38.00 EUR 2024-09-20 Put
 

Master data

WKN: GG51ZK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Put
Strike price: 38.00 EUR
Maturity: 2024-09-20
Issue date: 2024-03-12
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -17.01
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -0.03
Time value: 0.23
Break-even: 35.75
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 15.38%
Delta: -0.42
Theta: -0.01
Omega: -7.19
Rho: -0.06
 

Quote data

Open: 0.200
High: 0.200
Low: 0.190
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month
  -36.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.160
1M High / 1M Low: 0.310 0.160
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.220
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -