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Goldman Sachs Put 250 RHHVF 20.12.../  DE000GZ9V2E2  /

EUWAX
12/11/2024  15:43:17 Chg.+0.030 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.220EUR +15.79% -
Bid Size: -		 -
Ask Size: -		 Roche Holding Ltd 250.00 - 20/12/2024 Put
 

Master data

WKN: GZ9V2E
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Roche Holding Ltd
Type: Warrant
Option type: Put
Strike price: 250.00 -
Maturity: 20/12/2024
Issue date: 16/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -84.67
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.22
Parity: -3.28
Time value: 0.33
Break-even: 246.66
Moneyness: 0.88
Premium: 0.13
Premium p.a.: 2.17
Spread abs.: 0.10
Spread %: 42.74%
Delta: -0.16
Theta: -0.12
Omega: -13.31
Rho: -0.05
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.79%
1 Month
  -43.59%
3 Months
  -56.00%
YTD
  -91.37%
1 Year
  -92.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.150
1M High / 1M Low: 0.310 0.120
6M High / 6M Low: 3.080 0.120
High (YTD): 03/05/2024 3.820
Low (YTD): 28/10/2024 0.120
52W High: 03/05/2024 3.820
52W Low: 28/10/2024 0.120
Avg. price 1W:   0.200
Avg. volume 1W:   0.000
Avg. price 1M:   0.208
Avg. volume 1M:   0.000
Avg. price 6M:   0.877
Avg. volume 6M:   0.000
Avg. price 1Y:   1.800
Avg. volume 1Y:   0.000
Volatility 1M:   433.68%
Volatility 6M:   277.83%
Volatility 1Y:   208.47%
Volatility 3Y:   -