Goldman Sachs Put 8 BOY 20.12.202.../  DE000GZ8XM08  /

EUWAX
2024-05-31  9:03:43 AM Chg.- Bid10:47:05 AM Ask10:47:05 AM Underlying Strike price Expiration date Option type
0.210EUR - 0.200
Bid Size: 30,000
0.210
Ask Size: 30,000
BCO BIL.VIZ.ARG.NOM.... 8.00 - 2024-12-20 Put
 

Master data

WKN: GZ8XM0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Put
Strike price: 8.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -39.44
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -1.94
Time value: 0.25
Break-even: 7.75
Moneyness: 0.80
Premium: 0.22
Premium p.a.: 0.44
Spread abs.: 0.05
Spread %: 24.75%
Delta: -0.16
Theta: 0.00
Omega: -6.17
Rho: -0.01
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month
  -32.26%
3 Months
  -52.27%
YTD
  -76.40%
1 Year
  -89.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.210
1M High / 1M Low: 0.310 0.210
6M High / 6M Low: 0.910 0.190
High (YTD): 2024-01-19 0.910
Low (YTD): 2024-04-29 0.190
52W High: 2023-06-05 2.020
52W Low: 2024-04-29 0.190
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.240
Avg. volume 1M:   0.000
Avg. price 6M:   0.486
Avg. volume 6M:   0.000
Avg. price 1Y:   0.968
Avg. volume 1Y:   1.063
Volatility 1M:   149.04%
Volatility 6M:   125.68%
Volatility 1Y:   98.24%
Volatility 3Y:   -