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Goldman Sachs Put 20 DTE 20.12.20.../  DE000GZ66YE2  /

EUWAX
5/28/2024  4:03:54 PM Chg.+0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.370EUR +2.78% -
Bid Size: -		 -
Ask Size: -		 DT.TELEKOM AG NA 20.00 - 12/20/2024 Put
 

Master data

WKN: GZ66YE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DT.TELEKOM AG NA
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 12/20/2024
Issue date: 12/29/2022
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -50.84
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.16
Parity: -1.76
Time value: 0.43
Break-even: 19.57
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.19
Spread abs.: 0.10
Spread %: 30.49%
Delta: -0.22
Theta: 0.00
Omega: -10.97
Rho: -0.03
 

Quote data

Open: 0.380
High: 0.380
Low: 0.370
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.63%
1 Month
  -21.28%
3 Months
  -44.78%
YTD
  -54.88%
1 Year
  -72.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.320
1M High / 1M Low: 0.490 0.310
6M High / 6M Low: 0.890 0.310
High (YTD): 4/17/2024 0.780
Low (YTD): 5/21/2024 0.310
52W High: 8/8/2023 2.380
52W Low: 5/21/2024 0.310
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.394
Avg. volume 1M:   0.000
Avg. price 6M:   0.594
Avg. volume 6M:   0.000
Avg. price 1Y:   1.103
Avg. volume 1Y:   5.234
Volatility 1M:   105.15%
Volatility 6M:   122.25%
Volatility 1Y:   114.82%
Volatility 3Y:   -