Goldman Sachs Put 600 1YD 17.01.2.../  DE000GZ7P429  /

EUWAX
2024-04-26  9:21:00 AM Chg.- Bid9:28:41 AM Ask9:28:41 AM Underlying Strike price Expiration date Option type
0.030EUR - 0.028
Bid Size: 10,000
0.098
Ask Size: 3,000
BROADCOM INC. DL... 600.00 - 2025-01-17 Put
 

Master data

WKN: GZ7P42
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BROADCOM INC. DL-,001
Type: Warrant
Option type: Put
Strike price: 600.00 -
Maturity: 2025-01-17
Issue date: 2023-01-27
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -98.07
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.33
Parity: -6.55
Time value: 0.13
Break-even: 587.20
Moneyness: 0.48
Premium: 0.53
Premium p.a.: 0.81
Spread abs.: 0.10
Spread %: 357.14%
Delta: -0.04
Theta: -0.10
Omega: -3.94
Rho: -0.46
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month     0.00%
3 Months
  -46.43%
YTD
  -62.50%
1 Year
  -96.30%
3 Years     -
5 Years     -
1W High / 1W Low: 0.050 0.030
1M High / 1M Low: 0.050 0.030
6M High / 6M Low: 0.350 0.030
High (YTD): 2024-01-08 0.100
Low (YTD): 2024-04-26 0.030
52W High: 2023-05-05 0.830
52W Low: 2024-04-26 0.030
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.095
Avg. volume 6M:   0.000
Avg. price 1Y:   0.232
Avg. volume 1Y:   0.000
Volatility 1M:   301.55%
Volatility 6M:   171.76%
Volatility 1Y:   141.12%
Volatility 3Y:   -