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

EUWAX
09/07/2024  10:30:46 Chg.-0.02 Bid11:42:09 Ask11:42:09 Underlying Strike price Expiration date Option type
2.04EUR -0.97% 2.02
Bid Size: 5,000		 2.07
Ask Size: 2,000		 Swatch Group AG 200.00 - 20/12/2024 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: 20/12/2024
Issue date: 06/03/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.78
Leverage: Yes

Calculated values

Fair value: 1.69
Intrinsic value: 0.95
Implied volatility: 0.36
Historic volatility: 0.26
Parity: 0.95
Time value: 1.22
Break-even: 178.30
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.15
Spread abs.: 0.12
Spread %: 5.85%
Delta: -0.51
Theta: -0.04
Omega: -4.45
Rho: -0.53
 

Quote data

Open: 2.04
High: 2.04
Low: 2.04
Previous Close: 2.06
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.67%
1 Month  
+1.49%
3 Months  
+33.33%
YTD  
+58.14%
1 Year  
+78.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.17 2.03
1M High / 1M Low: 2.39 1.90
6M High / 6M Low: 2.61 1.36
High (YTD): 19/04/2024 2.61
Low (YTD): 16/02/2024 1.36
52W High: 19/04/2024 2.61
52W Low: 13/07/2023 0.85
Avg. price 1W:   2.10
Avg. volume 1W:   0.00
Avg. price 1M:   2.10
Avg. volume 1M:   0.00
Avg. price 6M:   1.88
Avg. volume 6M:   0.00
Avg. price 1Y:   1.60
Avg. volume 1Y:   0.00
Volatility 1M:   115.54%
Volatility 6M:   125.23%
Volatility 1Y:   112.39%
Volatility 3Y:   -