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Goldman Sachs Put 250 AMG 17.01.2.../  DE000GZ7Z2A8  /

EUWAX
2024-04-22  9:05:18 AM Chg.- Bid9:38:53 AM Ask9:38:53 AM Underlying Strike price Expiration date Option type
1.54EUR - 1.47
Bid Size: 3,000		 1.54
Ask Size: 3,000		 AMGEN INC. DL-... 250.00 - 2025-01-17 Put
 

Master data

WKN: GZ7Z2A
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Put
Strike price: 250.00 -
Maturity: 2025-01-17
Issue date: 2023-02-02
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -16.57
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.20
Parity: -0.52
Time value: 1.54
Break-even: 234.60
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 0.11
Spread abs.: 0.10
Spread %: 6.94%
Delta: -0.37
Theta: -0.03
Omega: -6.10
Rho: -0.81
 

Quote data

Open: 1.54
High: 1.54
Low: 1.54
Previous Close: 1.76
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.41%
1 Month  
+25.20%
3 Months  
+90.12%
YTD  
+29.41%
1 Year
  -49.67%
3 Years     -
5 Years     -
1W High / 1W Low: 1.76 1.54
1M High / 1M Low: 1.76 1.03
6M High / 6M Low: 2.23 0.62
High (YTD): 2024-04-19 1.76
Low (YTD): 2024-02-05 0.62
52W High: 2023-06-01 4.09
52W Low: 2024-02-05 0.62
Avg. price 1W:   1.67
Avg. volume 1W:   0.00
Avg. price 1M:   1.45
Avg. volume 1M:   0.00
Avg. price 6M:   1.33
Avg. volume 6M:   12.14
Avg. price 1Y:   2.01
Avg. volume 1Y:   11.10
Volatility 1M:   116.82%
Volatility 6M:   109.99%
Volatility 1Y:   95.83%
Volatility 3Y:   -