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Goldman Sachs Put 240 ADP 17.01.2.../  DE000GP59917  /

EUWAX
2024-08-02  11:29:35 AM Chg.+0.070 Bid1:24:59 PM Ask1:24:59 PM Underlying Strike price Expiration date Option type
0.520EUR +15.56% 0.540
Bid Size: 10,000		 0.590
Ask Size: 5,000		 AUTOM. DATA PROC. DL... 240.00 - 2025-01-17 Put
 

Master data

WKN: GP5991
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Put
Strike price: 240.00 -
Maturity: 2025-01-17
Issue date: 2023-06-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -42.80
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.16
Parity: -0.22
Time value: 0.57
Break-even: 234.34
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.05
Spread %: 9.69%
Delta: -0.37
Theta: -0.01
Omega: -15.71
Rho: -0.44
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.18%
1 Month
  -62.32%
3 Months
  -49.02%
YTD
  -73.74%
1 Year
  -69.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.450
1M High / 1M Low: 1.400 0.450
6M High / 6M Low: 1.470 0.450
High (YTD): 2024-01-02 1.970
Low (YTD): 2024-08-01 0.450
52W High: 2023-11-01 3.390
52W Low: 2024-08-01 0.450
Avg. price 1W:   0.632
Avg. volume 1W:   0.000
Avg. price 1M:   0.998
Avg. volume 1M:   0.000
Avg. price 6M:   1.110
Avg. volume 6M:   0.000
Avg. price 1Y:   1.495
Avg. volume 1Y:   0.000
Volatility 1M:   160.51%
Volatility 6M:   154.47%
Volatility 1Y:   132.86%
Volatility 3Y:   -