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

EUWAX
2024-05-31  9:11:53 AM Chg.-0.160 Bid12:42:12 PM Ask12:42:12 PM Underlying Strike price Expiration date Option type
0.210EUR -43.24% 0.190
Bid Size: 20,000		 0.220
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: -48.59
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.16
Parity: -0.01
Time value: 0.45
Break-even: 21.55
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.44
Spread abs.: 0.20
Spread %: 79.05%
Delta: -0.47
Theta: -0.01
Omega: -22.84
Rho: -0.01
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.27%
1 Month
  -69.57%
3 Months
  -80.19%
YTD
  -84.09%
1 Year
  -90.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.370
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:   0.430
Avg. volume 1W:   0.000
Avg. price 1M:   0.441
Avg. volume 1M:   0.000
Avg. price 6M:   0.854
Avg. volume 6M:   0.000
Avg. price 1Y:   1.729
Avg. volume 1Y:   0.000
Volatility 1M:   247.29%
Volatility 6M:   192.82%
Volatility 1Y:   157.64%
Volatility 3Y:   -