Goldman Sachs Put 12 ABR 21.06.20.../  DE000GP47LN1  /

EUWAX
2024-05-28  4:01:29 PM Chg.+0.001 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.010EUR +11.11% -
Bid Size: -
-
Ask Size: -
BARRICK GOLD CORP. 12.00 - 2024-06-21 Put
 

Master data

WKN: GP47LN
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BARRICK GOLD CORP.
Type: Warrant
Option type: Put
Strike price: 12.00 -
Maturity: 2024-06-21
Issue date: 2023-05-24
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -198.36
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.27
Parity: -3.67
Time value: 0.08
Break-even: 11.92
Moneyness: 0.77
Premium: 0.24
Premium p.a.: 25.11
Spread abs.: 0.07
Spread %: 777.78%
Delta: -0.06
Theta: -0.01
Omega: -11.79
Rho: 0.00
 

Quote data

Open: 0.008
High: 0.010
Low: 0.008
Previous Close: 0.009
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month
  -60.00%
3 Months
  -94.44%
YTD
  -87.50%
1 Year
  -97.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.008
1M High / 1M Low: 0.025 0.008
6M High / 6M Low: 0.280 0.008
High (YTD): 2024-02-15 0.280
Low (YTD): 2024-05-22 0.008
52W High: 2023-10-04 0.650
52W Low: 2024-05-22 0.008
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.097
Avg. volume 6M:   0.000
Avg. price 1Y:   0.224
Avg. volume 1Y:   0.000
Volatility 1M:   354.64%
Volatility 6M:   337.06%
Volatility 1Y:   259.15%
Volatility 3Y:   -