Goldman Sachs Put 320 ACN 21.06.2.../  DE000GG6GLU4  /

EUWAX
2024-05-24  11:06:09 AM Chg.+0.15 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.59EUR +10.42% -
Bid Size: -
-
Ask Size: -
Accenture Plc 320.00 USD 2024-06-21 Put
 

Master data

WKN: GG6GLU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Accenture Plc
Type: Warrant
Option type: Put
Strike price: 320.00 USD
Maturity: 2024-06-21
Issue date: 2024-04-05
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -13.74
Leverage: Yes

Calculated values

Fair value: 1.77
Intrinsic value: 1.75
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 1.75
Time value: 0.27
Break-even: 274.81
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.07
Spread %: 3.59%
Delta: -0.74
Theta: -0.12
Omega: -10.19
Rho: -0.17
 

Quote data

Open: 1.59
High: 1.59
Low: 1.59
Previous Close: 1.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -3.64%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.74 1.44
1M High / 1M Low: 2.15 1.31
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.60
Avg. volume 1W:   0.00
Avg. price 1M:   1.62
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   191.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -