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Goldman Sachs Put 250 UHR 20.06.2.../  DE000GQ79582  /

EUWAX
11/11/2024  10:28:14 Chg.- Bid11:44:25 Ask11:44:25 Underlying Strike price Expiration date Option type
9.82EUR - 10.25
Bid Size: 5,000		 10.30
Ask Size: 2,000		 SWATCH GROUP I 250.00 CHF 20/06/2025 Put
 

Master data

WKN: GQ7958
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWATCH GROUP I
Type: Warrant
Option type: Put
Strike price: 250.00 CHF
Maturity: 20/06/2025
Issue date: 13/10/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.73
Leverage: Yes

Calculated values

Fair value: 9.36
Intrinsic value: 9.36
Implied volatility: 0.62
Historic volatility: 0.29
Parity: 9.36
Time value: 0.61
Break-even: 166.69
Moneyness: 1.54
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.07
Spread %: 0.71%
Delta: -0.73
Theta: -0.04
Omega: -1.27
Rho: -1.36
 

Quote data

Open: 9.82
High: 9.82
Low: 9.82
Previous Close: 9.74
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.85%
1 Month  
+25.74%
3 Months  
+25.42%
YTD  
+113.02%
1 Year  
+111.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.82 8.53
1M High / 1M Low: 9.82 7.32
6M High / 6M Low: 11.04 5.74
High (YTD): 23/09/2024 11.04
Low (YTD): 02/01/2024 4.79
52W High: 23/09/2024 11.04
52W Low: 20/11/2023 4.00
Avg. price 1W:   9.16
Avg. volume 1W:   0.00
Avg. price 1M:   8.44
Avg. volume 1M:   0.00
Avg. price 6M:   7.92
Avg. volume 6M:   0.00
Avg. price 1Y:   6.76
Avg. volume 1Y:   0.00
Volatility 1M:   77.05%
Volatility 6M:   74.13%
Volatility 1Y:   70.92%
Volatility 3Y:   -