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Goldman Sachs Put 280 AMGN 17.01..../  DE000GQ8E2U9  /

EUWAX
2024-12-23  9:44:44 AM Chg.-0.29 Bid5:03:37 PM Ask5:03:37 PM Underlying Strike price Expiration date Option type
1.67EUR -14.80% 1.81
Bid Size: 20,000		 1.84
Ask Size: 20,000		 Amgen Inc 280.00 USD 2025-01-17 Put
 

Master data

WKN: GQ8E2U
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Put
Strike price: 280.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-03
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.85
Leverage: Yes

Calculated values

Fair value: 1.70
Intrinsic value: 1.59
Implied volatility: 0.24
Historic volatility: 0.24
Parity: 1.59
Time value: 0.11
Break-even: 251.37
Moneyness: 1.06
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 3.03%
Delta: -0.81
Theta: -0.07
Omega: -12.10
Rho: -0.15
 

Quote data

Open: 1.67
High: 1.67
Low: 1.67
Previous Close: 1.96
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.47%
1 Month  
+20.14%
3 Months  
+215.09%
YTD
  -20.10%
1 Year
  -24.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.21 1.28
1M High / 1M Low: 2.21 0.73
6M High / 6M Low: 2.21 0.33
High (YTD): 2024-04-19 3.17
Low (YTD): 2024-11-11 0.33
52W High: 2024-04-19 3.17
52W Low: 2024-11-11 0.33
Avg. price 1W:   1.70
Avg. volume 1W:   0.00
Avg. price 1M:   1.21
Avg. volume 1M:   0.00
Avg. price 6M:   0.86
Avg. volume 6M:   0.00
Avg. price 1Y:   1.38
Avg. volume 1Y:   0.00
Volatility 1M:   273.70%
Volatility 6M:   242.70%
Volatility 1Y:   196.43%
Volatility 3Y:   -