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Goldman Sachs Put 300 SWGAF 20.12.../  DE000GZ9K9Q4  /

EUWAX
2024-05-24  11:23:26 AM Chg.+0.03 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
10.93EUR +0.28% -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 300.00 - 2024-12-20 Put
 

Master data

WKN: GZ9K9Q
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Put
Strike price: 300.00 -
Maturity: 2024-12-20
Issue date: 2023-03-06
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.74
Leverage: Yes

Calculated values

Fair value: 10.82
Intrinsic value: 10.82
Implied volatility: 0.57
Historic volatility: 0.27
Parity: 10.82
Time value: 0.23
Break-even: 189.60
Moneyness: 1.56
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.17
Spread %: 1.56%
Delta: -0.78
Theta: -0.03
Omega: -1.35
Rho: -1.49
 

Quote data

Open: 10.93
High: 10.93
Low: 10.93
Previous Close: 10.90
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.76%
1 Month
  -2.41%
3 Months  
+6.01%
YTD  
+34.94%
1 Year  
+116.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.93 10.37
1M High / 1M Low: 11.41 10.05
6M High / 6M Low: 12.01 7.39
High (YTD): 2024-04-19 12.01
Low (YTD): 2024-01-02 8.41
52W High: 2024-04-19 12.01
52W Low: 2023-07-13 4.23
Avg. price 1W:   10.76
Avg. volume 1W:   0.00
Avg. price 1M:   10.98
Avg. volume 1M:   0.00
Avg. price 6M:   9.90
Avg. volume 6M:   0.00
Avg. price 1Y:   8.14
Avg. volume 1Y:   0.00
Volatility 1M:   40.69%
Volatility 6M:   51.23%
Volatility 1Y:   62.92%
Volatility 3Y:   -