OverviewChartNewsTraderScreen

Goldman Sachs Put 250 SWGAF 20.12.../  DE000GP42HD1  /

EUWAX
2024-05-24  9:32:34 AM Chg.+0.07 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
6.09EUR +1.16% -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 250.00 - 2024-12-20 Put
 

Master data

WKN: GP42HD
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Put
Strike price: 250.00 -
Maturity: 2024-12-20
Issue date: 2023-05-22
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -3.18
Leverage: Yes

Calculated values

Fair value: 5.82
Intrinsic value: 5.82
Implied volatility: 0.40
Historic volatility: 0.27
Parity: 5.82
Time value: 0.23
Break-even: 189.60
Moneyness: 1.30
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.13
Spread %: 2.20%
Delta: -0.75
Theta: -0.02
Omega: -2.37
Rho: -1.16
 

Quote data

Open: 6.09
High: 6.09
Low: 6.09
Previous Close: 6.02
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.80%
1 Month
  -0.81%
3 Months  
+19.18%
YTD  
+57.36%
1 Year  
+133.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.09 5.51
1M High / 1M Low: 6.38 5.17
6M High / 6M Low: 6.80 3.41
High (YTD): 2024-04-19 6.80
Low (YTD): 2024-01-02 4.06
52W High: 2024-04-19 6.80
52W Low: 2023-07-13 2.01
Avg. price 1W:   5.85
Avg. volume 1W:   0.00
Avg. price 1M:   5.98
Avg. volume 1M:   0.00
Avg. price 6M:   5.15
Avg. volume 6M:   0.00
Avg. price 1Y:   4.16
Avg. volume 1Y:   0.00
Volatility 1M:   70.65%
Volatility 6M:   81.66%
Volatility 1Y:   86.05%
Volatility 3Y:   -