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Goldman Sachs Put 120 CFR 20.12.2.../  DE000GQ7QT00  /

EUWAX
11/12/2024  6:31:49 PM Chg.+0.250 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.710EUR +54.35% -
Bid Size: -		 -
Ask Size: -		 RICHEMONT N 120.00 CHF 12/20/2024 Put
 

Master data

WKN: GQ7QT0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Put
Strike price: 120.00 CHF
Maturity: 12/20/2024
Issue date: 10/20/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -24.41
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.29
Parity: -0.05
Time value: 0.53
Break-even: 122.61
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.53
Spread abs.: 0.03
Spread %: 6.05%
Delta: -0.45
Theta: -0.07
Omega: -11.02
Rho: -0.07
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+65.12%
1 Month  
+121.88%
3 Months  
+20.34%
YTD
  -57.74%
1 Year
  -68.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.360
1M High / 1M Low: 0.460 0.280
6M High / 6M Low: 1.080 0.240
High (YTD): 1/17/2024 2.220
Low (YTD): 9/30/2024 0.240
52W High: 11/13/2023 2.260
52W Low: 9/30/2024 0.240
Avg. price 1W:   0.428
Avg. volume 1W:   0.000
Avg. price 1M:   0.367
Avg. volume 1M:   0.000
Avg. price 6M:   0.463
Avg. volume 6M:   0.000
Avg. price 1Y:   0.826
Avg. volume 1Y:   0.000
Volatility 1M:   197.12%
Volatility 6M:   249.01%
Volatility 1Y:   190.73%
Volatility 3Y:   -