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Goldman Sachs Put 200 SWGAF 20.12.../  DE000GZ9KD86  /

EUWAX
9/9/2024  11:14:49 AM Chg.+0.42 Bid6:04:44 PM Ask6:04:44 PM Underlying Strike price Expiration date Option type
4.15EUR +11.26% 4.34
Bid Size: 5,000		 4.41
Ask Size: 5,000		 Swatch Group AG 200.00 - 12/20/2024 Put
 

Master data

WKN: GZ9KD8
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Put
Strike price: 200.00 -
Maturity: 12/20/2024
Issue date: 3/6/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.41
Leverage: Yes

Calculated values

Fair value: 2.61
Intrinsic value: 2.56
Implied volatility: 0.67
Historic volatility: 0.26
Parity: 2.56
Time value: 1.41
Break-even: 160.40
Moneyness: 1.15
Premium: 0.08
Premium p.a.: 0.32
Spread abs.: 0.35
Spread %: 9.70%
Delta: -0.57
Theta: -0.11
Omega: -2.52
Rho: -0.39
 

Quote data

Open: 4.15
High: 4.15
Low: 4.15
Previous Close: 3.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+47.16%
1 Month  
+66.00%
3 Months  
+106.47%
YTD  
+221.71%
1 Year  
+232.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.73 2.68
1M High / 1M Low: 3.73 2.01
6M High / 6M Low: 3.73 1.38
High (YTD): 9/6/2024 3.73
Low (YTD): 2/16/2024 1.36
52W High: 9/6/2024 3.73
52W Low: 9/15/2023 1.15
Avg. price 1W:   3.24
Avg. volume 1W:   0.00
Avg. price 1M:   2.55
Avg. volume 1M:   0.00
Avg. price 6M:   2.17
Avg. volume 6M:   0.00
Avg. price 1Y:   1.86
Avg. volume 1Y:   0.00
Volatility 1M:   147.34%
Volatility 6M:   165.75%
Volatility 1Y:   138.60%
Volatility 3Y:   -