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

EUWAX
2024-05-28  6:23:39 PM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.880EUR - -
Bid Size: -		 -
Ask Size: -		 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: -6.38
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.77
Implied volatility: 0.54
Historic volatility: 0.28
Parity: 0.77
Time value: 0.06
Break-even: 51.80
Moneyness: 1.15
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.05
Spread %: 6.49%
Delta: -0.81
Theta: -0.04
Omega: -5.19
Rho: -0.03
 

Quote data

Open: 0.780
High: 0.880
Low: 0.780
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.12%
1 Month
  -29.60%
3 Months
  -1.12%
YTD  
+18.92%
1 Year
  -38.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.800
1M High / 1M Low: 1.290 0.730
6M High / 6M Low: 1.550 0.650
High (YTD): 2024-04-16 1.550
Low (YTD): 2024-01-29 0.650
52W High: 2023-10-20 1.600
52W Low: 2024-01-29 0.650
Avg. price 1W:   0.882
Avg. volume 1W:   0.000
Avg. price 1M:   1.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.942
Avg. volume 6M:   0.000
Avg. price 1Y:   1.114
Avg. volume 1Y:   0.000
Volatility 1M:   140.98%
Volatility 6M:   112.78%
Volatility 1Y:   98.07%
Volatility 3Y:   -