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Goldman Sachs Put 35 SZG 21.06.20.../  DE000GP50FH9  /

EUWAX
2024-05-31  4:14:20 PM Chg.+0.02 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.21EUR +1.68% -
Bid Size: -		 -
Ask Size: -		 SALZGITTER AG O.N. 35.00 - 2024-06-21 Put
 

Master data

WKN: GP50FH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SALZGITTER AG O.N.
Type: Warrant
Option type: Put
Strike price: 35.00 -
Maturity: 2024-06-21
Issue date: 2023-05-30
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -1.71
Leverage: Yes

Calculated values

Fair value: 1.23
Intrinsic value: 1.23
Implied volatility: 1.89
Historic volatility: 0.36
Parity: 1.23
Time value: 0.10
Break-even: 21.70
Moneyness: 1.54
Premium: 0.04
Premium p.a.: 1.20
Spread abs.: 0.18
Spread %: 15.65%
Delta: -0.77
Theta: -0.07
Omega: -1.32
Rho: -0.02
 

Quote data

Open: 1.18
High: 1.21
Low: 1.18
Previous Close: 1.19
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.72%
1 Month  
+10.00%
3 Months  
+5.22%
YTD  
+53.16%
1 Year  
+42.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.22 1.18
1M High / 1M Low: 1.31 1.01
6M High / 6M Low: 1.31 0.67
High (YTD): 2024-05-23 1.31
Low (YTD): 2024-01-02 0.79
52W High: 2024-05-23 1.31
52W Low: 2023-06-16 0.60
Avg. price 1W:   1.20
Avg. volume 1W:   0.00
Avg. price 1M:   1.22
Avg. volume 1M:   0.00
Avg. price 6M:   1.04
Avg. volume 6M:   0.00
Avg. price 1Y:   0.97
Avg. volume 1Y:   0.00
Volatility 1M:   99.49%
Volatility 6M:   85.00%
Volatility 1Y:   80.60%
Volatility 3Y:   -