Goldman Sachs Put 20 ABLZF 21.06..../  DE000GZ36PV7  /

EUWAX
2024-05-17  9:29:35 AM Chg.+0.006 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.010EUR +150.00% -
Bid Size: -
-
Ask Size: -
ABB Ltd. 20.00 - 2024-06-21 Put
 

Master data

WKN: GZ36PV
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ABB Ltd.
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 2024-06-21
Issue date: 2022-11-15
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -95.29
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.89
Historic volatility: 0.21
Parity: -28.12
Time value: 0.51
Break-even: 19.50
Moneyness: 0.42
Premium: 0.59
Premium p.a.: 0.00
Spread abs.: 0.50
Spread %: 12,525.00%
Delta: -0.04
Theta: -0.03
Omega: -3.42
Rho: 0.00
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.004
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -75.00%
3 Months
  -83.33%
YTD
  -88.89%
1 Year
  -96.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.004
1M High / 1M Low: 0.040 0.004
6M High / 6M Low: 0.120 0.004
High (YTD): 2024-01-19 0.100
Low (YTD): 2024-05-16 0.004
52W High: 2023-05-24 0.360
52W Low: 2024-05-16 0.004
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.061
Avg. volume 6M:   0.000
Avg. price 1Y:   0.131
Avg. volume 1Y:   0.000
Volatility 1M:   282.36%
Volatility 6M:   170.73%
Volatility 1Y:   148.65%
Volatility 3Y:   -