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Goldman Sachs Put 40 8GM 20.09.20.../  DE000GZ64XS9  /

EUWAX
2024-05-17  11:44:45 AM Chg.-0.007 Bid6:46:56 PM Ask6:46:56 PM Underlying Strike price Expiration date Option type
0.059EUR -10.61% 0.058
Bid Size: 100,000		 0.063
Ask Size: 100,000		 GENERAL MOTORS D... 40.00 - 2024-09-20 Put
 

Master data

WKN: GZ64XS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 2024-09-20
Issue date: 2022-12-28
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -63.95
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.26
Parity: -0.22
Time value: 0.07
Break-even: 39.34
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 11.86%
Delta: -0.24
Theta: 0.00
Omega: -15.51
Rho: -0.04
 

Quote data

Open: 0.059
High: 0.059
Low: 0.059
Previous Close: 0.066
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.71%
1 Month
  -68.95%
3 Months
  -82.65%
YTD
  -87.96%
1 Year
  -93.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.074 0.066
1M High / 1M Low: 0.200 0.066
6M High / 6M Low: 1.120 0.066
High (YTD): 2024-01-18 0.580
Low (YTD): 2024-05-16 0.066
52W High: 2023-11-13 1.230
52W Low: 2024-05-16 0.066
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   0.386
Avg. volume 6M:   0.000
Avg. price 1Y:   0.575
Avg. volume 1Y:   0.000
Volatility 1M:   174.19%
Volatility 6M:   144.79%
Volatility 1Y:   118.27%
Volatility 3Y:   -