OverviewChartNewsTraderScreen

Goldman Sachs Put 5 PSM 20.06.202.../  DE000GQ50617  /

EUWAX
2024-06-07  9:08:36 AM Chg.0.000 Bid5:36:16 PM Ask5:36:16 PM Underlying Strike price Expiration date Option type
0.440EUR 0.00% 0.450
Bid Size: 10,000		 0.550
Ask Size: 2,000		 PROSIEBENSAT.1 NA O... 5.00 EUR 2025-06-20 Put
 

Master data

WKN: GQ5061
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Put
Strike price: 5.00 EUR
Maturity: 2025-06-20
Issue date: 2023-09-19
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -14.20
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.45
Parity: -2.46
Time value: 0.53
Break-even: 4.48
Moneyness: 0.67
Premium: 0.40
Premium p.a.: 0.38
Spread abs.: 0.10
Spread %: 23.53%
Delta: -0.16
Theta: 0.00
Omega: -2.22
Rho: -0.02
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month
  -18.52%
3 Months
  -45.00%
YTD
  -59.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.420
1M High / 1M Low: 0.550 0.420
6M High / 6M Low: 1.100 0.420
High (YTD): 2024-02-08 1.070
Low (YTD): 2024-06-04 0.420
52W High: - -
52W Low: - -
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.487
Avg. volume 1M:   0.000
Avg. price 6M:   0.725
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.33%
Volatility 6M:   83.73%
Volatility 1Y:   -
Volatility 3Y:   -