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Goldman Sachs Put 200 SWGAF 20.12.../  DE000GZ9KD86  /

EUWAX
2024-05-24  11:23:30 AM Chg.+0.02 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.86EUR +1.09% -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 200.00 - 2024-12-20 Put
 

Master data

WKN: GZ9KD8
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Put
Strike price: 200.00 -
Maturity: 2024-12-20
Issue date: 2023-03-06
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.84
Leverage: Yes

Calculated values

Fair value: 1.78
Intrinsic value: 0.82
Implied volatility: 0.30
Historic volatility: 0.27
Parity: 0.82
Time value: 1.14
Break-even: 180.50
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.10
Spread %: 5.41%
Delta: -0.49
Theta: -0.03
Omega: -4.82
Rho: -0.65
 

Quote data

Open: 1.86
High: 1.86
Low: 1.86
Previous Close: 1.84
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.28%
1 Month
  -12.26%
3 Months  
+1.09%
YTD  
+44.19%
1 Year  
+55.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.86 1.59
1M High / 1M Low: 2.21 1.45
6M High / 6M Low: 2.61 1.21
High (YTD): 2024-04-19 2.61
Low (YTD): 2024-02-16 1.36
52W High: 2024-04-19 2.61
52W Low: 2023-07-13 0.85
Avg. price 1W:   1.78
Avg. volume 1W:   0.00
Avg. price 1M:   1.93
Avg. volume 1M:   0.00
Avg. price 6M:   1.74
Avg. volume 6M:   0.00
Avg. price 1Y:   1.51
Avg. volume 1Y:   0.00
Volatility 1M:   122.78%
Volatility 6M:   122.47%
Volatility 1Y:   111.97%
Volatility 3Y:   -