OverviewChartNewsTraderScreen

Goldman Sachs Put 150 SWGAF 20.12.../  DE000GZ9V1H7  /

EUWAX
11/14/2024  9:06:12 AM Chg.-0.010 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.320EUR -3.03% -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 150.00 - 12/20/2024 Put
 

Master data

WKN: GZ9V1H
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 12/20/2024
Issue date: 5/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -43.64
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.33
Parity: -2.07
Time value: 0.39
Break-even: 146.09
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 2.91
Spread abs.: 0.05
Spread %: 14.66%
Delta: -0.21
Theta: -0.12
Omega: -8.99
Rho: -0.04
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+113.33%
1 Month  
+28.00%
3 Months  
+39.13%
YTD
  -13.51%
1 Year
  -28.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.220
1M High / 1M Low: 0.330 0.120
6M High / 6M Low: 0.860 0.120
High (YTD): 9/23/2024 0.860
Low (YTD): 10/29/2024 0.120
52W High: 9/23/2024 0.860
52W Low: 10/29/2024 0.120
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.207
Avg. volume 1M:   0.000
Avg. price 6M:   0.301
Avg. volume 6M:   0.000
Avg. price 1Y:   0.348
Avg. volume 1Y:   0.000
Volatility 1M:   284.72%
Volatility 6M:   259.31%
Volatility 1Y:   196.88%
Volatility 3Y:   -