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Goldman Sachs Put 150 ADP 17.01.2.../  DE000GZ81GC2  /

EUWAX
2024-06-27  12:18:39 PM Chg.+0.020 Bid2024-06-27 Ask2024-06-27 Underlying Strike price Expiration date Option type
0.070EUR +40.00% 0.070
Bid Size: 10,000		 0.120
Ask Size: 5,000		 AUTOM. DATA PROC. DL... 150.00 - 2025-01-17 Put
 

Master data

WKN: GZ81GC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 2025-01-17
Issue date: 2023-02-03
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -192.13
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.17
Parity: -7.29
Time value: 0.12
Break-even: 148.84
Moneyness: 0.67
Premium: 0.33
Premium p.a.: 0.67
Spread abs.: 0.05
Spread %: 75.76%
Delta: -0.04
Theta: -0.01
Omega: -8.38
Rho: -0.06
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.050
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -12.50%
3 Months
  -30.00%
YTD
  -65.00%
1 Year
  -83.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.050
1M High / 1M Low: 0.090 0.050
6M High / 6M Low: 0.200 0.050
High (YTD): 2024-01-02 0.190
Low (YTD): 2024-06-25 0.050
52W High: 2023-06-28 0.460
52W Low: 2024-06-25 0.050
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.074
Avg. volume 1M:   0.000
Avg. price 6M:   0.104
Avg. volume 6M:   0.000
Avg. price 1Y:   0.169
Avg. volume 1Y:   0.000
Volatility 1M:   229.15%
Volatility 6M:   179.73%
Volatility 1Y:   160.18%
Volatility 3Y:   -