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

EUWAX
2024-05-23  9:19:55 AM Chg.+0.020 Bid6:07:02 PM Ask6:07:02 PM Underlying Strike price Expiration date Option type
0.710EUR +2.90% 0.760
Bid Size: 50,000		 0.770
Ask Size: 50,000		 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: -3.39
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.73
Implied volatility: 0.64
Historic volatility: 0.32
Parity: 0.73
Time value: 0.01
Break-even: 249.52
Moneyness: 1.29
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.37%
Delta: -0.90
Theta: -0.10
Omega: -3.07
Rho: -0.24
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.690
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.39%
1 Month
  -11.25%
3 Months  
+31.48%
YTD  
+446.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.670
1M High / 1M Low: 0.880 0.670
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:   0.694
Avg. volume 1W:   0.000
Avg. price 1M:   0.756
Avg. volume 1M:   0.000
Avg. price 6M:   0.467
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.91%
Volatility 6M:   290.18%
Volatility 1Y:   -
Volatility 3Y:   -