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Goldman Sachs Put 12 FTE 20.12.20.../  DE000GP4HK54  /

EUWAX
2024-05-29  10:21:11 AM Chg.- Bid9:46:52 AM Ask9:46:52 AM Underlying Strike price Expiration date Option type
1.86EUR - 1.86
Bid Size: 30,000		 1.89
Ask Size: 30,000		 ORANGE INH. ... 12.00 - 2024-12-20 Put
 

Master data

WKN: GP4HK5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Put
Strike price: 12.00 -
Maturity: 2024-12-20
Issue date: 2023-05-11
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -5.46
Leverage: Yes

Calculated values

Fair value: 1.41
Intrinsic value: 1.41
Implied volatility: 0.39
Historic volatility: 0.13
Parity: 1.41
Time value: 0.54
Break-even: 10.06
Moneyness: 1.13
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.20
Spread %: 11.49%
Delta: -0.58
Theta: 0.00
Omega: -3.19
Rho: -0.05
 

Quote data

Open: 1.86
High: 1.86
Low: 1.86
Previous Close: 1.80
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.64%
1 Month
  -6.06%
3 Months  
+8.77%
YTD
  -10.58%
1 Year  
+7.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.86 1.78
1M High / 1M Low: 2.01 1.63
6M High / 6M Low: 2.08 1.22
High (YTD): 2024-04-16 2.06
Low (YTD): 2024-01-23 1.22
52W High: 2023-08-08 2.33
52W Low: 2024-01-23 1.22
Avg. price 1W:   1.82
Avg. volume 1W:   0.00
Avg. price 1M:   1.83
Avg. volume 1M:   0.00
Avg. price 6M:   1.71
Avg. volume 6M:   0.00
Avg. price 1Y:   1.78
Avg. volume 1Y:   0.00
Volatility 1M:   52.67%
Volatility 6M:   82.37%
Volatility 1Y:   72.76%
Volatility 3Y:   -