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

EUWAX
8/2/2024  9:20:09 AM Chg.+0.21 Bid5:30:07 PM Ask5:30:07 PM Underlying Strike price Expiration date Option type
2.73EUR +8.33% 2.76
Bid Size: 5,000		 2.83
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: -6.78
Leverage: Yes

Calculated values

Fair value: 2.08
Intrinsic value: 1.69
Implied volatility: 0.41
Historic volatility: 0.27
Parity: 1.69
Time value: 1.01
Break-even: 173.00
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 0.75%
Delta: -0.57
Theta: -0.05
Omega: -3.84
Rho: -0.50
 

Quote data

Open: 2.73
High: 2.73
Low: 2.73
Previous Close: 2.52
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.73%
1 Month  
+27.57%
3 Months  
+24.66%
YTD  
+111.63%
1 Year  
+152.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.77 2.33
1M High / 1M Low: 3.34 1.94
6M High / 6M Low: 3.34 1.36
High (YTD): 7/15/2024 3.34
Low (YTD): 2/16/2024 1.36
52W High: 7/15/2024 3.34
52W Low: 8/7/2023 1.01
Avg. price 1W:   2.54
Avg. volume 1W:   0.00
Avg. price 1M:   2.50
Avg. volume 1M:   0.00
Avg. price 6M:   1.99
Avg. volume 6M:   0.00
Avg. price 1Y:   1.71
Avg. volume 1Y:   0.00
Volatility 1M:   278.61%
Volatility 6M:   163.34%
Volatility 1Y:   133.66%
Volatility 3Y:   -