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Goldman Sachs Put 12 CLN 20.12.20.../  DE000GP7U6M0  /

EUWAX
2024-07-24  11:39:32 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.027EUR - -
Bid Size: -		 -
Ask Size: -		 CLARIANT N 12.00 CHF 2024-12-20 Put
 

Master data

WKN: GP7U6M
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CLARIANT N
Type: Warrant
Option type: Put
Strike price: 12.00 CHF
Maturity: 2024-12-20
Issue date: 2023-07-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -41.81
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -0.25
Time value: 0.04
Break-even: 12.15
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.54
Spread abs.: 0.01
Spread %: 38.46%
Delta: -0.17
Theta: 0.00
Omega: -7.05
Rho: -0.01
 

Quote data

Open: 0.027
High: 0.027
Low: 0.027
Previous Close: 0.024
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.39%
1 Month
  -15.63%
3 Months
  -64.00%
YTD
  -77.50%
1 Year
  -68.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.027 0.023
1M High / 1M Low: 0.034 0.022
6M High / 6M Low: 0.190 0.022
High (YTD): 2024-01-19 0.200
Low (YTD): 2024-07-03 0.022
52W High: 2024-01-19 0.200
52W Low: 2024-07-03 0.022
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.088
Avg. volume 6M:   0.000
Avg. price 1Y:   0.096
Avg. volume 1Y:   0.000
Volatility 1M:   169.61%
Volatility 6M:   118.39%
Volatility 1Y:   113.18%
Volatility 3Y:   -