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Goldman Sachs Put 15 FRE 20.12.20.../  DE000GZ6BUC1  /

EUWAX
2024-07-31  10:34:30 AM Chg.-0.002 Bid5:35:11 PM Ask5:35:11 PM Underlying Strike price Expiration date Option type
0.003EUR -40.00% 0.003
Bid Size: 20,000		 0.033
Ask Size: 20,000		 FRESENIUS SE+CO.KGAA... 15.00 - 2024-12-20 Put
 

Master data

WKN: GZ6BUC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 15.00 -
Maturity: 2024-12-20
Issue date: 2023-01-02
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -93.82
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.83
Historic volatility: 0.23
Parity: -1.69
Time value: 0.03
Break-even: 14.66
Moneyness: 0.47
Premium: 0.54
Premium p.a.: 2.04
Spread abs.: 0.03
Spread %: 750.00%
Delta: -0.04
Theta: 0.00
Omega: -3.86
Rho: -0.01
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.005
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -62.50%
3 Months
  -80.00%
YTD
  -87.50%
1 Year
  -91.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.004
1M High / 1M Low: 0.008 0.004
6M High / 6M Low: 0.023 0.004
High (YTD): 2024-01-03 0.024
Low (YTD): 2024-07-29 0.004
52W High: 2023-10-11 0.059
52W Low: 2024-07-29 0.004
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.014
Avg. volume 6M:   0.000
Avg. price 1Y:   0.023
Avg. volume 1Y:   0.000
Volatility 1M:   256.70%
Volatility 6M:   157.90%
Volatility 1Y:   144.53%
Volatility 3Y:   -