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Goldman Sachs Put 1500 GVDBF 21.0.../  DE000GP0EBR8  /

EUWAX
2024-05-03  9:44:52 AM Chg.0.000 Bid2024-05-03 Ask2024-05-03 Underlying Strike price Expiration date Option type
0.004EUR 0.00% 0.004
Bid Size: 10,000		 0.500
Ask Size: 2,000		 Givaudan SA 1,500.00 - 2024-06-21 Put
 

Master data

WKN: GP0EBR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Givaudan SA
Type: Warrant
Option type: Put
Strike price: 1,500.00 -
Maturity: 2024-06-21
Issue date: 2023-03-13
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -80.14
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.85
Historic volatility: 0.23
Parity: -25.39
Time value: 0.50
Break-even: 1,449.60
Moneyness: 0.37
Premium: 0.64
Premium p.a.: 39.04
Spread abs.: 0.50
Spread %: 12,500.00%
Delta: -0.04
Theta: -2.16
Omega: -2.84
Rho: -0.26
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.00%
1 Month
  -60.00%
3 Months
  -80.00%
YTD
  -86.67%
1 Year
  -97.65%
3 Years     -
5 Years     -
1W High / 1W Low: 0.010 0.004
1M High / 1M Low: 0.020 0.004
6M High / 6M Low: 0.060 0.004
High (YTD): 2024-02-01 0.040
Low (YTD): 2024-05-02 0.004
52W High: 2023-06-09 0.210
52W Low: 2024-05-02 0.004
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.025
Avg. volume 6M:   0.000
Avg. price 1Y:   0.075
Avg. volume 1Y:   0.000
Volatility 1M:   821.51%
Volatility 6M:   480.06%
Volatility 1Y:   351.65%
Volatility 3Y:   -