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Goldman Sachs Put 100 E3X1 17.01..../  DE000GZ8E2C8  /

EUWAX
2024-07-31  11:23:45 AM Chg.-0.010 Bid6:47:51 PM Ask6:47:51 PM Underlying Strike price Expiration date Option type
0.280EUR -3.45% 0.290
Bid Size: 50,000		 0.300
Ask Size: 50,000		 EXPEDIA GRP INC. DL-... 100.00 - 2025-01-17 Put
 

Master data

WKN: GZ8E2C
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -37.61
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.40
Parity: -1.88
Time value: 0.32
Break-even: 96.84
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 6.76%
Delta: -0.18
Theta: -0.02
Omega: -6.83
Rho: -0.12
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.00%
1 Month
  -9.68%
3 Months
  -24.32%
YTD
  -30.00%
1 Year
  -68.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.250
1M High / 1M Low: 0.350 0.210
6M High / 6M Low: 0.650 0.210
High (YTD): 2024-05-31 0.650
Low (YTD): 2024-07-22 0.210
52W High: 2023-10-27 1.720
52W Low: 2024-07-22 0.210
Avg. price 1W:   0.302
Avg. volume 1W:   0.000
Avg. price 1M:   0.277
Avg. volume 1M:   0.000
Avg. price 6M:   0.429
Avg. volume 6M:   0.000
Avg. price 1Y:   0.696
Avg. volume 1Y:   0.000
Volatility 1M:   166.50%
Volatility 6M:   157.40%
Volatility 1Y:   141.17%
Volatility 3Y:   -