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Goldman Sachs Put 350 SWGAF 20.12.../  DE000GZ9XPS5  /

EUWAX
2024-05-24  10:42:14 AM Chg.+0.07 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
15.97EUR +0.44% -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 350.00 - 2024-12-20 Put
 

Master data

WKN: GZ9XPS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Put
Strike price: 350.00 -
Maturity: 2024-12-20
Issue date: 2023-05-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.20
Leverage: Yes

Calculated values

Fair value: 15.82
Intrinsic value: 15.82
Implied volatility: 0.71
Historic volatility: 0.27
Parity: 15.82
Time value: 0.23
Break-even: 189.60
Moneyness: 1.82
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.10
Spread %: 0.63%
Delta: -0.79
Theta: -0.04
Omega: -0.94
Rho: -1.79
 

Quote data

Open: 15.97
High: 15.97
Low: 15.97
Previous Close: 15.90
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.69%
1 Month
  -1.54%
3 Months  
+3.97%
YTD  
+20.17%
1 Year  
+84.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.97 15.41
1M High / 1M Low: 16.45 15.11
6M High / 6M Low: 17.11 12.24
High (YTD): 2024-04-19 17.11
Low (YTD): 2024-01-02 13.53
52W High: 2024-04-19 17.11
52W Low: 2023-07-13 7.51
Avg. price 1W:   15.74
Avg. volume 1W:   0.00
Avg. price 1M:   16.04
Avg. volume 1M:   0.00
Avg. price 6M:   15.01
Avg. volume 6M:   0.00
Avg. price 1Y:   12.83
Avg. volume 1Y:   0.00
Volatility 1M:   26.58%
Volatility 6M:   34.69%
Volatility 1Y:   47.43%
Volatility 3Y:   -