Goldman Sachs Put 42 DHL 21.06.20.../  DE000GK867S5  /

EUWAX
2024-04-30  10:34:34 AM Chg.-0.060 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.400EUR -13.04% -
Bid Size: -
-
Ask Size: -
DEUTSCHE POST AG NA ... 42.00 - 2024-06-21 Put
 

Master data

WKN: GK867S
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 42.00 -
Maturity: 2024-06-21
Issue date: 2022-07-25
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -8.13
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.27
Implied volatility: 0.57
Historic volatility: 0.20
Parity: 0.27
Time value: 0.21
Break-even: 37.17
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.45
Spread abs.: 0.02
Spread %: 4.32%
Delta: -0.57
Theta: -0.03
Omega: -4.66
Rho: -0.04
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.04%
1 Month  
+2.56%
3 Months  
+135.29%
YTD  
+110.53%
1 Year
  -13.04%
3 Years     -
5 Years     -
1W High / 1W Low: 0.520 0.400
1M High / 1M Low: 0.560 0.380
6M High / 6M Low: 0.700 0.150
High (YTD): 2024-04-19 0.560
Low (YTD): 2024-01-26 0.150
52W High: 2023-11-01 0.700
52W Low: 2024-01-26 0.150
Avg. price 1W:   0.470
Avg. volume 1W:   0.000
Avg. price 1M:   0.456
Avg. volume 1M:   14.286
Avg. price 6M:   0.315
Avg. volume 6M:   8
Avg. price 1Y:   0.353
Avg. volume 1Y:   3.906
Volatility 1M:   134.42%
Volatility 6M:   140.49%
Volatility 1Y:   134.97%
Volatility 3Y:   -