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

EUWAX
2024-06-27  4:23:21 PM Chg.-0.003 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.024EUR -11.11% -
Bid Size: -
-
Ask Size: -
EVONIK INDUSTRIES NA... 15.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-04-18
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -40.37
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.20
Parity: -0.40
Time value: 0.05
Break-even: 14.53
Moneyness: 0.79
Premium: 0.23
Premium p.a.: 0.55
Spread abs.: 0.02
Spread %: 80.77%
Delta: -0.15
Theta: 0.00
Omega: -6.03
Rho: -0.02
 

Quote data

Open: 0.025
High: 0.025
Low: 0.024
Previous Close: 0.027
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -22.58%
3 Months
  -53.85%
YTD
  -68.83%
1 Year
  -81.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.029 0.026
1M High / 1M Low: 0.037 0.026
6M High / 6M Low: 0.110 0.026
High (YTD): 2024-01-23 0.110
Low (YTD): 2024-06-25 0.026
52W High: 2023-10-26 0.170
52W Low: 2024-06-25 0.026
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.031
Avg. volume 1M:   0.000
Avg. price 6M:   0.063
Avg. volume 6M:   0.000
Avg. price 1Y:   0.084
Avg. volume 1Y:   0.000
Volatility 1M:   121.86%
Volatility 6M:   111.41%
Volatility 1Y:   115.37%
Volatility 3Y:   -