Goldman Sachs Put 2.5 DDD 17.01.2.../  DE000GG96GL1  /

EUWAX
06/09/2024  10:23:15 Chg.+0.010 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.710EUR +1.43% -
Bid Size: -
-
Ask Size: -
3D Systems Corporati... 2.50 USD 17/01/2025 Put
 

Master data

WKN: GG96GL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: 3D Systems Corporation
Type: Warrant
Option type: Put
Strike price: 2.50 USD
Maturity: 17/01/2025
Issue date: 06/06/2024
Last trading day: 16/01/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -2.44
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.49
Implied volatility: 0.96
Historic volatility: 0.66
Parity: 0.49
Time value: 0.23
Break-even: 1.53
Moneyness: 1.28
Premium: 0.13
Premium p.a.: 0.39
Spread abs.: 0.02
Spread %: 2.86%
Delta: -0.55
Theta: 0.00
Omega: -1.34
Rho: -0.01
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.79%
1 Month  
+65.12%
3 Months  
+222.73%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.560
1M High / 1M Low: 0.700 0.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.632
Avg. volume 1W:   0.000
Avg. price 1M:   0.525
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -