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Goldman Sachs Put 140 UHR 20.12.2.../  DE000GQ8M2Y1  /

EUWAX
9/10/2024  9:16:54 AM Chg.+0.040 Bid3:48:00 PM Ask3:48:00 PM Underlying Strike price Expiration date Option type
0.320EUR +14.29% 0.360
Bid Size: 10,000		 0.390
Ask Size: 3,000		 SWATCH GROUP I 140.00 CHF 12/20/2024 Put
 

Master data

WKN: GQ8M2Y
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWATCH GROUP I
Type: Warrant
Option type: Put
Strike price: 140.00 CHF
Maturity: 12/20/2024
Issue date: 11/8/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -44.89
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.26
Parity: -2.03
Time value: 0.38
Break-even: 145.60
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 0.62
Spread abs.: 0.12
Spread %: 48.82%
Delta: -0.20
Theta: -0.04
Omega: -8.96
Rho: -0.10
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month  
+77.78%
3 Months  
+39.13%
YTD  
+14.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.160
1M High / 1M Low: 0.280 0.130
6M High / 6M Low: 0.360 0.130
High (YTD): 2/6/2024 0.400
Low (YTD): 8/26/2024 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.228
Avg. volume 1W:   0.000
Avg. price 1M:   0.170
Avg. volume 1M:   0.000
Avg. price 6M:   0.220
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.69%
Volatility 6M:   153.39%
Volatility 1Y:   -
Volatility 3Y:   -