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Goldman Sachs Put 30 CIS 17.01.20.../  DE000GZ86ND5  /

EUWAX
2024-05-03  10:59:09 AM Chg.+0.001 Bid8:19:53 PM Ask8:19:53 PM Underlying Strike price Expiration date Option type
0.023EUR +4.55% 0.021
Bid Size: 100,000		 0.024
Ask Size: 100,000		 CISCO SYSTEMS DL-... 30.00 - 2025-01-17 Put
 

Master data

WKN: GZ86ND
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Put
Strike price: 30.00 -
Maturity: 2025-01-17
Issue date: 2023-02-07
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -101.41
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.17
Parity: -1.36
Time value: 0.04
Break-even: 29.57
Moneyness: 0.69
Premium: 0.32
Premium p.a.: 0.48
Spread abs.: 0.02
Spread %: 86.96%
Delta: -0.07
Theta: 0.00
Omega: -6.79
Rho: -0.02
 

Quote data

Open: 0.023
High: 0.023
Low: 0.023
Previous Close: 0.022
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.52%
1 Month  
+15.00%
3 Months
  -20.69%
YTD
  -20.69%
1 Year
  -82.31%
3 Years     -
5 Years     -
1W High / 1W Low: 0.022 0.020
1M High / 1M Low: 0.024 0.018
6M High / 6M Low: 0.044 0.018
High (YTD): 2024-02-15 0.037
Low (YTD): 2024-04-04 0.018
52W High: 2023-05-05 0.140
52W Low: 2024-04-04 0.018
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.021
Avg. volume 1M:   0.000
Avg. price 6M:   0.028
Avg. volume 6M:   0.000
Avg. price 1Y:   0.044
Avg. volume 1Y:   0.000
Volatility 1M:   112.36%
Volatility 6M:   120.67%
Volatility 1Y:   141.35%
Volatility 3Y:   -