Goldman Sachs Put 6 PSM 20.06.202.../  DE000GQ6L7G0  /

EUWAX
2024-06-07  10:20:57 AM Chg.+0.020 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.760EUR +2.70% -
Bid Size: -
-
Ask Size: -
PROSIEBENSAT.1 NA O... 6.00 EUR 2025-06-20 Put
 

Master data

WKN: GQ6L7G
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Put
Strike price: 6.00 EUR
Maturity: 2025-06-20
Issue date: 2023-10-06
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -9.09
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.45
Parity: -1.46
Time value: 0.82
Break-even: 5.18
Moneyness: 0.80
Premium: 0.31
Premium p.a.: 0.29
Spread abs.: 0.10
Spread %: 13.89%
Delta: -0.23
Theta: 0.00
Omega: -2.12
Rho: -0.03
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.30%
1 Month
  -15.56%
3 Months
  -36.67%
YTD
  -53.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.710
1M High / 1M Low: 0.900 0.710
6M High / 6M Low: 1.670 0.710
High (YTD): 2024-02-08 1.620
Low (YTD): 2024-06-04 0.710
52W High: - -
52W Low: - -
Avg. price 1W:   0.738
Avg. volume 1W:   0.000
Avg. price 1M:   0.810
Avg. volume 1M:   0.000
Avg. price 6M:   1.149
Avg. volume 6M:   4
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.34%
Volatility 6M:   77.78%
Volatility 1Y:   -
Volatility 3Y:   -