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Goldman Sachs Put 200 ADSK 21.06..../  DE000GZ9NDG7  /

EUWAX
2024-05-03  11:05:54 AM Chg.-0.020 Bid2:01:24 PM Ask2:01:24 PM Underlying Strike price Expiration date Option type
0.520EUR -3.70% 0.510
Bid Size: 10,000		 0.580
Ask Size: 10,000		 Autodesk Inc 200.00 - 2024-06-21 Put
 

Master data

WKN: GZ9NDG
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Autodesk Inc
Type: Warrant
Option type: Put
Strike price: 200.00 -
Maturity: 2024-06-21
Issue date: 2023-03-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -33.74
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.43
Implied volatility: 0.14
Historic volatility: 0.25
Parity: 0.43
Time value: 0.15
Break-even: 194.20
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 3.57%
Delta: -0.62
Theta: -0.02
Omega: -20.95
Rho: -0.17
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.81%
1 Month  
+205.88%
3 Months  
+73.33%
YTD  
+23.81%
1 Year
  -80.67%
3 Years     -
5 Years     -
1W High / 1W Low: 0.540 0.390
1M High / 1M Low: 0.780 0.170
6M High / 6M Low: 1.720 0.090
High (YTD): 2024-04-19 0.780
Low (YTD): 2024-03-22 0.090
52W High: 2023-05-09 2.760
52W Low: 2024-03-22 0.090
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.363
Avg. volume 1M:   0.000
Avg. price 6M:   0.515
Avg. volume 6M:   0.000
Avg. price 1Y:   1.197
Avg. volume 1Y:   55.078
Volatility 1M:   346.75%
Volatility 6M:   236.05%
Volatility 1Y:   180.00%
Volatility 3Y:   -