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Goldman Sachs Put 22 DTE 21.06.20.../  DE000GZ77RW5  /

EUWAX
2024-05-28  3:57:35 PM Chg.+0.050 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.470EUR +11.90% -
Bid Size: -		 -
Ask Size: -		 DT.TELEKOM AG NA 22.00 - 2024-06-21 Put
 

Master data

WKN: GZ77RW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DT.TELEKOM AG NA
Type: Warrant
Option type: Put
Strike price: 22.00 -
Maturity: 2024-06-21
Issue date: 2023-01-17
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -39.35
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.24
Implied volatility: 0.20
Historic volatility: 0.16
Parity: 0.24
Time value: 0.31
Break-even: 21.45
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.24
Spread abs.: 0.20
Spread %: 56.66%
Delta: -0.55
Theta: -0.01
Omega: -21.81
Rho: -0.01
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+74.07%
1 Month
  -14.55%
3 Months
  -55.66%
YTD
  -64.39%
1 Year
  -76.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.270
1M High / 1M Low: 0.690 0.260
6M High / 6M Low: 1.410 0.260
High (YTD): 2024-03-14 1.270
Low (YTD): 2024-05-21 0.260
52W High: 2023-08-08 3.780
52W Low: 2024-05-21 0.260
Avg. price 1W:   0.394
Avg. volume 1W:   0.000
Avg. price 1M:   0.450
Avg. volume 1M:   0.000
Avg. price 6M:   0.864
Avg. volume 6M:   0.000
Avg. price 1Y:   1.742
Avg. volume 1Y:   0.000
Volatility 1M:   262.36%
Volatility 6M:   191.91%
Volatility 1Y:   156.87%
Volatility 3Y:   -