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

EUWAX
2024-05-15  9:14:29 AM Chg.+0.020 Bid11:18:52 AM Ask11:18:52 AM Underlying Strike price Expiration date Option type
0.360EUR +5.88% 0.290
Bid Size: 20,000		 0.310
Ask Size: 20,000		 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: -42.00
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -0.01
Time value: 0.52
Break-even: 21.48
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.27
Spread abs.: 0.20
Spread %: 61.73%
Delta: -0.46
Theta: -0.01
Omega: -19.34
Rho: -0.01
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.00%
1 Month
  -64.71%
3 Months
  -65.05%
YTD
  -72.73%
1 Year
  -76.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.370
1M High / 1M Low: 1.260 0.370
6M High / 6M Low: 1.520 0.370
High (YTD): 2024-03-14 1.270
Low (YTD): 2024-05-10 0.370
52W High: 2023-08-08 3.780
52W Low: 2024-05-10 0.370
Avg. price 1W:   0.453
Avg. volume 1W:   0.000
Avg. price 1M:   0.709
Avg. volume 1M:   0.000
Avg. price 6M:   0.952
Avg. volume 6M:   0.000
Avg. price 1Y:   1.798
Avg. volume 1Y:   0.000
Volatility 1M:   252.22%
Volatility 6M:   176.01%
Volatility 1Y:   148.08%
Volatility 3Y:   -