Goldman Sachs Put 15 EVK 20.12.20.../  DE000GP2Z637  /

EUWAX
7/17/2024  6:20:01 PM Chg.- Bid9:04:02 AM Ask9:04:02 AM Underlying Strike price Expiration date Option type
0.023EUR - 0.023
Bid Size: 30,000
-
Ask Size: -
EVONIK INDUSTRIES NA... 15.00 - 12/20/2024 Put
 

Master data

WKN: GP2Z63
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: EVONIK INDUSTRIES NA O.N.
Type: Warrant
Option type: Put
Strike price: 15.00 -
Maturity: 12/20/2024
Issue date: 4/18/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -38.14
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.19
Parity: -0.41
Time value: 0.05
Break-even: 14.50
Moneyness: 0.79
Premium: 0.24
Premium p.a.: 0.65
Spread abs.: 0.02
Spread %: 66.67%
Delta: -0.15
Theta: 0.00
Omega: -5.80
Rho: -0.01
 

Quote data

Open: 0.026
High: 0.026
Low: 0.023
Previous Close: 0.026
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.00%
1 Month
  -25.81%
3 Months
  -54.00%
YTD
  -70.13%
1 Year
  -79.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.023
1M High / 1M Low: 0.031 0.021
6M High / 6M Low: 0.110 0.021
High (YTD): 1/23/2024 0.110
Low (YTD): 7/5/2024 0.021
52W High: 10/26/2023 0.170
52W Low: 7/5/2024 0.021
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.055
Avg. volume 6M:   0.000
Avg. price 1Y:   0.079
Avg. volume 1Y:   0.000
Volatility 1M:   127.30%
Volatility 6M:   115.42%
Volatility 1Y:   115.90%
Volatility 3Y:   -