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Goldman Sachs Put 24 DTE 20.12.20.../  DE000GP0BNY5  /

EUWAX
2024-05-15  10:09:00 AM Chg.-0.11 Bid4:24:43 PM Ask4:24:43 PM Underlying Strike price Expiration date Option type
1.99EUR -5.24% 1.98
Bid Size: 20,000		 2.01
Ask Size: 20,000		 DT.TELEKOM AG NA 24.00 - 2024-12-20 Put
 

Master data

WKN: GP0BNY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DT.TELEKOM AG NA
Type: Warrant
Option type: Put
Strike price: 24.00 -
Maturity: 2024-12-20
Issue date: 2023-03-10
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -9.61
Leverage: Yes

Calculated values

Fair value: 2.02
Intrinsic value: 1.99
Implied volatility: 0.21
Historic volatility: 0.17
Parity: 1.99
Time value: 0.30
Break-even: 21.71
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.30
Spread %: 15.08%
Delta: -0.62
Theta: 0.00
Omega: -6.00
Rho: -0.10
 

Quote data

Open: 1.99
High: 1.99
Low: 1.99
Previous Close: 2.10
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.11%
1 Month
  -31.38%
3 Months
  -26.02%
YTD
  -33.67%
1 Year
  -31.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.43 2.05
1M High / 1M Low: 3.17 2.05
6M High / 6M Low: 3.17 1.78
High (YTD): 2024-04-17 3.17
Low (YTD): 2024-01-22 1.78
52W High: 2023-08-08 5.63
52W Low: 2024-01-22 1.78
Avg. price 1W:   2.22
Avg. volume 1W:   0.00
Avg. price 1M:   2.50
Avg. volume 1M:   0.00
Avg. price 6M:   2.58
Avg. volume 6M:   0.00
Avg. price 1Y:   3.47
Avg. volume 1Y:   0.00
Volatility 1M:   94.54%
Volatility 6M:   95.44%
Volatility 1Y:   88.06%
Volatility 3Y:   -