Goldman Sachs Put 80 HOT 19.12.20.../  DE000GG1QVW9  /

EUWAX
2024-05-15  6:18:06 PM Chg.- Bid10:12:25 AM Ask10:12:25 AM Underlying Strike price Expiration date Option type
0.550EUR - 0.570
Bid Size: 10,000
1.070
Ask Size: 500
HOCHTIEF AG 80.00 EUR 2025-12-19 Put
 

Master data

WKN: GG1QVW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HOCHTIEF AG
Type: Warrant
Option type: Put
Strike price: 80.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-04
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -9.74
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.25
Parity: -2.23
Time value: 1.05
Break-even: 69.50
Moneyness: 0.78
Premium: 0.32
Premium p.a.: 0.19
Spread abs.: 0.51
Spread %: 94.44%
Delta: -0.21
Theta: -0.01
Omega: -2.05
Rho: -0.51
 

Quote data

Open: 0.570
High: 0.590
Low: 0.550
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.17%
1 Month
  -25.68%
3 Months
  -20.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.550
1M High / 1M Low: 0.780 0.550
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.568
Avg. volume 1W:   0.000
Avg. price 1M:   0.654
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -