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Goldman Sachs Put 350 CHTR 21.06..../  DE000GQ89441  /

EUWAX
2024-06-06  11:14:23 AM Chg.+0.030 Bid1:01:04 PM Ask1:01:04 PM Underlying Strike price Expiration date Option type
0.660EUR +4.76% 0.660
Bid Size: 20,000		 0.710
Ask Size: 20,000		 Charter Communicatio... 350.00 USD 2024-06-21 Put
 

Master data

WKN: GQ8944
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 350.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-01
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -3.76
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.66
Implied volatility: 0.87
Historic volatility: 0.31
Parity: 0.66
Time value: 0.02
Break-even: 253.87
Moneyness: 1.26
Premium: 0.01
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 3.03%
Delta: -0.88
Theta: -0.26
Omega: -3.33
Rho: -0.12
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.81%
1 Month
  -15.38%
3 Months  
+3.13%
YTD  
+407.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.570
1M High / 1M Low: 0.790 0.570
6M High / 6M Low: 0.880 0.130
High (YTD): 2024-04-29 0.880
Low (YTD): 2024-02-02 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.644
Avg. volume 1W:   0.000
Avg. price 1M:   0.702
Avg. volume 1M:   0.000
Avg. price 6M:   0.507
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.36%
Volatility 6M:   273.28%
Volatility 1Y:   -
Volatility 3Y:   -