Goldman Sachs Put 220 WM 17.01.20.../  DE000GG3S4T7  /

EUWAX
7/4/2024  10:38:11 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.24EUR - -
Bid Size: -
-
Ask Size: -
Waste Management 220.00 USD 1/17/2025 Put
 

Master data

WKN: GG3S4T
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Waste Management
Type: Warrant
Option type: Put
Strike price: 220.00 USD
Maturity: 1/17/2025
Issue date: 2/16/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -15.68
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 0.91
Implied volatility: 0.17
Historic volatility: 0.14
Parity: 0.91
Time value: 0.33
Break-even: 191.11
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 2.48%
Delta: -0.56
Theta: -0.01
Omega: -8.79
Rho: -0.65
 

Quote data

Open: 1.24
High: 1.24
Low: 1.24
Previous Close: 1.31
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.08%
1 Month
  -27.49%
3 Months
  -24.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.36 1.04
1M High / 1M Low: 1.88 1.04
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.23
Avg. volume 1W:   0.00
Avg. price 1M:   1.50
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -