Goldman Sachs Put 60 NWT 16.01.20.../  DE000GG26GY1  /

EUWAX
2024-05-31  11:19:22 AM Chg.-0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.650EUR -1.52% -
Bid Size: -
-
Ask Size: -
WELLS FARGO + CO.DL ... 60.00 - 2026-01-16 Put
 

Master data

WKN: GG26GY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 2026-01-16
Issue date: 2024-01-26
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.85
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.48
Implied volatility: 0.20
Historic volatility: 0.20
Parity: 0.48
Time value: 0.15
Break-even: 53.76
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 1.13%
Delta: -0.48
Theta: 0.00
Omega: -4.28
Rho: -0.54
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.56%
1 Month
  -5.80%
3 Months
  -23.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.610
1M High / 1M Low: 0.690 0.570
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.638
Avg. volume 1W:   0.000
Avg. price 1M:   0.619
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -