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Goldman Sachs Put 450 CHTR 21.06..../  DE000GP7U6U3  /

EUWAX
2024-05-24  11:12:17 AM Chg.- Bid10:22:23 AM Ask10:22:23 AM Underlying Strike price Expiration date Option type
1.67EUR - 1.64
Bid Size: 20,000		 1.69
Ask Size: 20,000		 Charter Communicatio... 450.00 USD 2024-06-21 Put
 

Master data

WKN: GP7U6U
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 450.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-13
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -1.50
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 1.65
Implied volatility: 1.31
Historic volatility: 0.31
Parity: 1.65
Time value: 0.02
Break-even: 247.88
Moneyness: 1.66
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 1.21%
Delta: -0.90
Theta: -0.26
Omega: -1.35
Rho: -0.27
 

Quote data

Open: 1.67
High: 1.67
Low: 1.67
Previous Close: 1.63
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.09%
1 Month
  -4.57%
3 Months  
+15.17%
YTD  
+192.98%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.67 1.61
1M High / 1M Low: 1.81 1.59
6M High / 6M Low: 1.82 0.54
High (YTD): 2024-04-16 1.82
Low (YTD): 2024-01-02 0.60
52W High: - -
52W Low: - -
Avg. price 1W:   1.63
Avg. volume 1W:   0.00
Avg. price 1M:   1.67
Avg. volume 1M:   0.00
Avg. price 6M:   1.24
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   35.61%
Volatility 6M:   159.57%
Volatility 1Y:   -
Volatility 3Y:   -