Goldman Sachs Put 9.5 BOY 21.06.2.../  DE000GG84TZ0  /

EUWAX
2024-06-07  9:51:07 AM Chg.-0.104 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.076EUR -57.78% -
Bid Size: -
-
Ask Size: -
BCO BIL.VIZ.ARG.NOM.... 9.50 EUR 2024-06-21 Put
 

Master data

WKN: GG84TZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Put
Strike price: 9.50 EUR
Maturity: 2024-06-21
Issue date: 2024-05-16
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -39.51
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.24
Parity: -0.30
Time value: 0.25
Break-even: 9.25
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 3.11
Spread abs.: 0.10
Spread %: 67.57%
Delta: -0.35
Theta: -0.01
Omega: -14.00
Rho: 0.00
 

Quote data

Open: 0.076
High: 0.076
Low: 0.076
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.56%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.069
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.155
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -