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Goldman Sachs Put 35 COK 21.06.20.../  DE000GP2Z6W9  /

EUWAX
2024-05-24  5:06:47 PM Chg.+0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.410EUR +2.50% -
Bid Size: -		 -
Ask Size: -		 CANCOM SE O.N. 35.00 - 2024-06-21 Put
 

Master data

WKN: GP2Z6W
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CANCOM SE O.N.
Type: Warrant
Option type: Put
Strike price: 35.00 -
Maturity: 2024-06-21
Issue date: 2023-04-18
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -7.51
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.31
Implied volatility: 0.69
Historic volatility: 0.33
Parity: 0.31
Time value: 0.12
Break-even: 30.75
Moneyness: 1.10
Premium: 0.04
Premium p.a.: 0.63
Spread abs.: 0.04
Spread %: 9.54%
Delta: -0.65
Theta: -0.04
Omega: -4.88
Rho: -0.02
 

Quote data

Open: 0.410
High: 0.410
Low: 0.400
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.24%
1 Month
  -36.92%
3 Months
  -46.75%
YTD
  -38.81%
1 Year
  -53.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.330
1M High / 1M Low: 0.670 0.330
6M High / 6M Low: 1.010 0.330
High (YTD): 2024-03-20 1.010
Low (YTD): 2024-05-21 0.330
52W High: 2023-10-25 1.360
52W Low: 2024-05-21 0.330
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.506
Avg. volume 1M:   0.000
Avg. price 6M:   0.726
Avg. volume 6M:   0.000
Avg. price 1Y:   0.865
Avg. volume 1Y:   0.000
Volatility 1M:   157.75%
Volatility 6M:   104.76%
Volatility 1Y:   90.63%
Volatility 3Y:   -