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Goldman Sachs Put 25 LXS 20.12.20.../  DE000GQ37W39  /

EUWAX
10/11/2024  5:29:46 PM Chg.+0.015 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.076EUR +24.59% -
Bid Size: -		 -
Ask Size: -		 LANXESS AG 25.00 EUR 12/20/2024 Put
 

Master data

WKN: GQ37W3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Put
Strike price: 25.00 EUR
Maturity: 12/20/2024
Issue date: 8/30/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -48.10
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.39
Parity: -0.34
Time value: 0.06
Break-even: 24.41
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 1.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.20
Theta: -0.01
Omega: -9.49
Rho: -0.01
 

Quote data

Open: 0.080
High: 0.080
Low: 0.076
Previous Close: 0.061
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.15%
1 Month
  -65.45%
3 Months
  -76.25%
YTD
  -71.85%
1 Year
  -85.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.076 0.055
1M High / 1M Low: 0.220 0.055
6M High / 6M Low: 0.440 0.055
High (YTD): 6/14/2024 0.440
Low (YTD): 10/9/2024 0.055
52W High: 10/25/2023 0.630
52W Low: 10/9/2024 0.055
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   0.250
Avg. volume 6M:   0.000
Avg. price 1Y:   0.317
Avg. volume 1Y:   0.000
Volatility 1M:   278.94%
Volatility 6M:   179.23%
Volatility 1Y:   146.81%
Volatility 3Y:   -