Goldman Sachs Put 16 CRIN 21.06.2.../  DE000GZ7P619  /

EUWAX
2024-06-04  10:50:18 AM Chg.+0.001 Bid2024-06-04 Ask2024-06-04 Underlying Strike price Expiration date Option type
0.002EUR +100.00% 0.002
Bid Size: 10,000
0.300
Ask Size: 3,000
UNICREDIT 16.00 - 2024-06-21 Put
 

Master data

WKN: GZ7P61
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: UNICREDIT
Type: Warrant
Option type: Put
Strike price: 16.00 -
Maturity: 2024-06-21
Issue date: 2023-01-27
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -36.78
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 3.32
Historic volatility: 0.25
Parity: -20.82
Time value: 1.00
Break-even: 15.00
Moneyness: 0.43
Premium: 0.59
Premium p.a.: 0.00
Spread abs.: 1.00
Spread %: 100,000.00%
Delta: -0.06
Theta: -0.10
Omega: -2.34
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -90.00%
3 Months
  -97.78%
YTD
  -99.39%
1 Year
  -99.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.020 0.001
6M High / 6M Low: 0.420 0.001
High (YTD): 2024-01-03 0.330
Low (YTD): 2024-06-03 0.001
52W High: 2023-06-09 1.710
52W Low: 2024-06-03 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.135
Avg. volume 6M:   0.000
Avg. price 1Y:   0.515
Avg. volume 1Y:   0.000
Volatility 1M:   323.48%
Volatility 6M:   232.40%
Volatility 1Y:   179.98%
Volatility 3Y:   -