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Goldman Sachs Put 20 SZG 20.09.20.../  DE000GQ54841  /

EUWAX
05/09/2024  12:26:45 Chg.+0.010 Bid14:16:33 Ask14:16:33 Underlying Strike price Expiration date Option type
0.520EUR +1.96% 0.500
Bid Size: 30,000		 0.510
Ask Size: 10,000		 SALZGITTER AG O.N. 20.00 EUR 20/09/2024 Put
 

Master data

WKN: GQ5484
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SALZGITTER AG O.N.
Type: Warrant
Option type: Put
Strike price: 20.00 EUR
Maturity: 20/09/2024
Issue date: 21/09/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.36
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.54
Implied volatility: 1.99
Historic volatility: 0.37
Parity: 0.54
Time value: 0.08
Break-even: 13.80
Moneyness: 1.37
Premium: 0.06
Premium p.a.: 2.83
Spread abs.: 0.15
Spread %: 31.91%
Delta: -0.72
Theta: -0.06
Omega: -1.69
Rho: -0.01
 

Quote data

Open: 0.550
High: 0.550
Low: 0.520
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+4.00%
3 Months  
+372.73%
YTD  
+372.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.390
1M High / 1M Low: 0.510 0.390
6M High / 6M Low: 0.510 0.067
High (YTD): 04/09/2024 0.510
Low (YTD): 30/05/2024 0.067
52W High: - -
52W Low: - -
Avg. price 1W:   0.444
Avg. volume 1W:   0.000
Avg. price 1M:   0.445
Avg. volume 1M:   0.000
Avg. price 6M:   0.215
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.14%
Volatility 6M:   194.24%
Volatility 1Y:   -
Volatility 3Y:   -