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

EUWAX
2024-06-05  11:52:00 AM Chg.-0.010 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.260EUR -3.70% -
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: -56.52
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.26
Parity: -4.95
Time value: 0.35
Break-even: 146.47
Moneyness: 0.75
Premium: 0.27
Premium p.a.: 0.54
Spread abs.: 0.10
Spread %: 39.53%
Delta: -0.11
Theta: -0.02
Omega: -6.36
Rho: -0.14
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -25.71%
3 Months
  -23.53%
YTD
  -29.73%
1 Year
  -54.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.260
1M High / 1M Low: 0.350 0.260
6M High / 6M Low: 0.540 0.260
High (YTD): 2024-01-25 0.540
Low (YTD): 2024-06-05 0.260
52W High: 2023-10-20 0.630
52W Low: 2024-06-05 0.260
Avg. price 1W:   0.276
Avg. volume 1W:   0.000
Avg. price 1M:   0.303
Avg. volume 1M:   0.000
Avg. price 6M:   0.379
Avg. volume 6M:   0.000
Avg. price 1Y:   0.429
Avg. volume 1Y:   0.000
Volatility 1M:   73.72%
Volatility 6M:   98.77%
Volatility 1Y:   94.45%
Volatility 3Y:   -