Goldman Sachs Put 36 DHER 17.05.2.../  DE000GG6MAM2  /

EUWAX
2024-05-03  9:04:12 AM Chg.-0.090 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.890EUR -9.18% -
Bid Size: -
-
Ask Size: -
DELIVERY HERO SE NA ... 36.00 EUR 2024-05-17 Put
 

Master data

WKN: GG6MAM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 36.00 EUR
Maturity: 2024-05-17
Issue date: 2024-04-09
Last trading day: 2024-05-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.50
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 1.00
Implied volatility: 1.39
Historic volatility: 0.64
Parity: 1.00
Time value: 0.04
Break-even: 25.60
Moneyness: 1.39
Premium: 0.01
Premium p.a.: 0.47
Spread abs.: 0.16
Spread %: 18.18%
Delta: -0.87
Theta: -0.05
Omega: -2.16
Rho: -0.01
 

Quote data

Open: 0.890
High: 0.890
Low: 0.890
Previous Close: 0.980
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.23%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.010 0.870
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.938
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -