Goldman Sachs Put 20 LXS 19.12.20.../  DE000GG1SZ72  /

EUWAX
15/08/2024  18:17:14 Chg.-0.030 Bid22:00:25 Ask22:00:25 Underlying Strike price Expiration date Option type
0.250EUR -10.71% -
Bid Size: -
-
Ask Size: -
LANXESS AG 20.00 EUR 19/12/2025 Put
 

Master data

WKN: GG1SZ7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Put
Strike price: 20.00 EUR
Maturity: 19/12/2025
Issue date: 05/01/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -8.42
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.39
Parity: -0.29
Time value: 0.27
Break-even: 17.28
Moneyness: 0.87
Premium: 0.25
Premium p.a.: 0.18
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.27
Theta: 0.00
Omega: -2.27
Rho: -0.12
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -13.79%
3 Months  
+4.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.270
1M High / 1M Low: 0.320 0.220
6M High / 6M Low: 0.330 0.210
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.282
Avg. volume 1W:   0.000
Avg. price 1M:   0.263
Avg. volume 1M:   0.000
Avg. price 6M:   0.268
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.07%
Volatility 6M:   84.82%
Volatility 1Y:   -
Volatility 3Y:   -