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Goldman Sachs Put 12.81 WB 17.01..../  DE000GZ9TSM0  /

EUWAX
8/29/2024  9:22:24 AM Chg.+0.020 Bid2:26:34 PM Ask2:26:34 PM Underlying Strike price Expiration date Option type
0.570EUR +3.64% 0.570
Bid Size: 100,000		 0.580
Ask Size: 100,000		 Weibo Corporation 12.81 USD 1/17/2025 Put
 

Master data

WKN: GZ9TSM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Weibo Corporation
Type: Warrant
Option type: Put
Strike price: 12.81 USD
Maturity: 1/17/2025
Issue date: 3/9/2023
Last trading day: 1/16/2025
Ratio: 8.54:1
Exercise type: American
Quanto: No
Gearing: -1.33
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.58
Implied volatility: 0.70
Historic volatility: 0.41
Parity: 0.58
Time value: 0.00
Break-even: 6.57
Moneyness: 1.75
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.01
Spread %: 2.48%
Delta: -0.85
Theta: 0.00
Omega: -1.13
Rho: -0.04
 

Quote data

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

Performance

1 Week  
+9.62%
1 Month  
+3.64%
3 Months  
+18.75%
YTD  
+46.15%
1 Year  
+62.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.520
1M High / 1M Low: 0.590 0.490
6M High / 6M Low: 0.600 0.390
High (YTD): 1/31/2024 0.610
Low (YTD): 5/17/2024 0.390
52W High: 1/31/2024 0.610
52W Low: 11/15/2023 0.330
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   0.538
Avg. volume 1M:   0.000
Avg. price 6M:   0.510
Avg. volume 6M:   0.000
Avg. price 1Y:   0.475
Avg. volume 1Y:   0.000
Volatility 1M:   60.61%
Volatility 6M:   57.59%
Volatility 1Y:   66.64%
Volatility 3Y:   -