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Goldman Sachs Put 55 FRA 21.06.20.../  DE000GP5XCQ7  /

EUWAX
2024-06-03  5:08:54 PM Chg.-0.060 Bid6:42:49 PM Ask6:42:49 PM Underlying Strike price Expiration date Option type
0.180EUR -25.00% 0.210
Bid Size: 10,000		 0.260
Ask Size: 5,000		 FRAPORT AG FFM.AIRPO... 55.00 - 2024-06-21 Put
 

Master data

WKN: GP5XCQ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Put
Strike price: 55.00 -
Maturity: 2024-06-21
Issue date: 2023-06-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -17.18
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.19
Implied volatility: 0.43
Historic volatility: 0.28
Parity: 0.19
Time value: 0.12
Break-even: 51.91
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.57
Spread abs.: 0.05
Spread %: 19.31%
Delta: -0.62
Theta: -0.05
Omega: -10.61
Rho: -0.02
 

Quote data

Open: 0.250
High: 0.250
Low: 0.180
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.63%
1 Month
  -75.34%
3 Months
  -69.49%
YTD
  -61.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.240
1M High / 1M Low: 0.790 0.240
6M High / 6M Low: 1.050 0.240
High (YTD): 2024-04-16 1.050
Low (YTD): 2024-05-31 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.344
Avg. volume 1W:   0.000
Avg. price 1M:   0.486
Avg. volume 1M:   0.000
Avg. price 6M:   0.561
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   237.46%
Volatility 6M:   162.09%
Volatility 1Y:   -
Volatility 3Y:   -