Goldman Sachs Put 6 FTE 20.06.202.../  DE000GP76YK9  /

EUWAX
2024-05-30  11:43:56 AM Chg.-0.002 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.056EUR -3.45% -
Bid Size: -
-
Ask Size: -
ORANGE INH. ... 6.00 - 2025-06-20 Put
 

Master data

WKN: GP76YK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Put
Strike price: 6.00 -
Maturity: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -69.25
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.13
Parity: -4.60
Time value: 0.15
Break-even: 5.85
Moneyness: 0.57
Premium: 0.45
Premium p.a.: 0.42
Spread abs.: 0.10
Spread %: 188.68%
Delta: -0.06
Theta: 0.00
Omega: -4.17
Rho: -0.01
 

Quote data

Open: 0.056
High: 0.056
Low: 0.056
Previous Close: 0.058
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.75%
1 Month
  -22.22%
3 Months
  -44.00%
YTD
  -60.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.059 0.056
1M High / 1M Low: 0.074 0.056
6M High / 6M Low: 0.150 0.056
High (YTD): 2024-01-09 0.140
Low (YTD): 2024-05-24 0.056
52W High: - -
52W Low: - -
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.065
Avg. volume 1M:   0.000
Avg. price 6M:   0.094
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.24%
Volatility 6M:   89.09%
Volatility 1Y:   -
Volatility 3Y:   -