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Goldman Sachs Put 150 SWGAF 20.12.../  DE000GZ9V1H7  /

EUWAX
2024-05-24  10:18:36 AM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.300EUR -3.23% -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 150.00 - 2024-12-20 Put
 

Master data

WKN: GZ9V1H
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -49.83
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.27
Parity: -4.19
Time value: 0.39
Break-even: 146.15
Moneyness: 0.78
Premium: 0.24
Premium p.a.: 0.45
Spread abs.: 0.11
Spread %: 38.99%
Delta: -0.13
Theta: -0.02
Omega: -6.50
Rho: -0.17
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month
  -21.05%
3 Months
  -23.08%
YTD
  -18.92%
1 Year
  -43.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.280
1M High / 1M Low: 0.390 0.280
6M High / 6M Low: 0.540 0.270
High (YTD): 2024-01-25 0.540
Low (YTD): 2024-04-10 0.270
52W High: 2023-10-20 0.630
52W Low: 2024-04-10 0.270
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.330
Avg. volume 1M:   0.000
Avg. price 6M:   0.389
Avg. volume 6M:   0.000
Avg. price 1Y:   0.436
Avg. volume 1Y:   0.000
Volatility 1M:   72.59%
Volatility 6M:   100.62%
Volatility 1Y:   94.27%
Volatility 3Y:   -