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

EUWAX
7/9/2024  9:12:23 AM Chg.+0.020 Bid11:39:41 AM Ask11:39:41 AM Underlying Strike price Expiration date Option type
0.270EUR +8.00% 0.250
Bid Size: 10,000		 0.300
Ask Size: 2,000		 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: -57.04
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.26
Parity: -4.05
Time value: 0.33
Break-even: 146.66
Moneyness: 0.79
Premium: 0.23
Premium p.a.: 0.59
Spread abs.: 0.08
Spread %: 30.98%
Delta: -0.13
Theta: -0.03
Omega: -7.18
Rho: -0.12
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -15.63%
3 Months
  -6.90%
YTD
  -27.03%
1 Year
  -40.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.250
1M High / 1M Low: 0.360 0.250
6M High / 6M Low: 0.540 0.250
High (YTD): 1/25/2024 0.540
Low (YTD): 7/8/2024 0.250
52W High: 10/20/2023 0.630
52W Low: 7/8/2024 0.250
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.301
Avg. volume 1M:   0.000
Avg. price 6M:   0.358
Avg. volume 6M:   0.000
Avg. price 1Y:   0.409
Avg. volume 1Y:   0.000
Volatility 1M:   119.78%
Volatility 6M:   104.36%
Volatility 1Y:   98.61%
Volatility 3Y:   -