Goldman Sachs Put 80 CFR 19.12.20.../  DE000GG326N9  /

EUWAX
2024-05-27  10:39:35 AM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.240EUR 0.00% -
Bid Size: -
-
Ask Size: -
RICHEMONT N 80.00 CHF 2025-12-19 Put
 

Master data

WKN: GG326N
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Put
Strike price: 80.00 CHF
Maturity: 2025-12-19
Issue date: 2024-02-13
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -45.90
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.31
Parity: -6.26
Time value: 0.31
Break-even: 77.51
Moneyness: 0.56
Premium: 0.46
Premium p.a.: 0.27
Spread abs.: 0.07
Spread %: 28.93%
Delta: -0.07
Theta: -0.01
Omega: -3.34
Rho: -0.21
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.35%
1 Month
  -36.84%
3 Months
  -35.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.230
1M High / 1M Low: 0.370 0.220
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.287
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -