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Goldman Sachs Put 60 FRA 21.06.20.../  DE000GP3VTV0  /

EUWAX
2024-06-10  10:13:26 AM Chg.+0.050 Bid11:09:11 AM Ask11:09:11 AM Underlying Strike price Expiration date Option type
0.660EUR +8.20% 0.690
Bid Size: 20,000		 0.710
Ask Size: 20,000		 FRAPORT AG FFM.AIRPO... 60.00 - 2024-06-21 Put
 

Master data

WKN: GP3VTV
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 2024-06-21
Issue date: 2023-05-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -7.93
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.61
Implied volatility: 0.73
Historic volatility: 0.28
Parity: 0.61
Time value: 0.08
Break-even: 53.20
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.58
Spread abs.: 0.07
Spread %: 11.48%
Delta: -0.78
Theta: -0.09
Omega: -6.18
Rho: -0.01
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.610
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.54%
1 Month
  -46.77%
3 Months
  -25.84%
YTD
  -10.81%
1 Year
  -57.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.610
1M High / 1M Low: 1.240 0.610
6M High / 6M Low: 1.550 0.610
High (YTD): 2024-04-16 1.550
Low (YTD): 2024-06-07 0.610
52W High: 2023-10-20 1.600
52W Low: 2024-06-07 0.610
Avg. price 1W:   0.628
Avg. volume 1W:   0.000
Avg. price 1M:   0.815
Avg. volume 1M:   0.000
Avg. price 6M:   0.933
Avg. volume 6M:   0.000
Avg. price 1Y:   1.087
Avg. volume 1Y:   0.000
Volatility 1M:   148.03%
Volatility 6M:   113.97%
Volatility 1Y:   99.65%
Volatility 3Y:   -