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

EUWAX
2024-05-14  9:42:40 AM Chg.-0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.360EUR -5.26% -
Bid Size: -		 -
Ask Size: -		 DT.TELEKOM AG NA 20.00 - 2024-12-20 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: 2024-12-20
Issue date: 2022-12-29
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -49.35
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -2.01
Time value: 0.45
Break-even: 19.55
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.19
Spread abs.: 0.10
Spread %: 28.90%
Delta: -0.21
Theta: 0.00
Omega: -10.18
Rho: -0.03
 

Quote data

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

Performance

1 Week
  -21.74%
1 Month
  -38.98%
3 Months
  -48.57%
YTD
  -56.10%
1 Year
  -68.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.360
1M High / 1M Low: 0.780 0.360
6M High / 6M Low: 0.940 0.360
High (YTD): 2024-04-17 0.780
Low (YTD): 2024-05-14 0.360
52W High: 2023-08-08 2.380
52W Low: 2024-05-14 0.360
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.517
Avg. volume 1M:   0.000
Avg. price 6M:   0.638
Avg. volume 6M:   0.000
Avg. price 1Y:   1.135
Avg. volume 1Y:   6.406
Volatility 1M:   144.10%
Volatility 6M:   120.86%
Volatility 1Y:   114.83%
Volatility 3Y:   -