Goldman Sachs Put 2800 TDXP 20.12.../  DE000GZ69AH9  /

EUWAX
8/16/2024  8:22:15 AM Chg.-0.040 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.270EUR -12.90% -
Bid Size: -
-
Ask Size: -
TECDAX 2,800.00 - 12/20/2024 Put
 

Master data

WKN: GZ69AH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: TECDAX
Type: Warrant
Option type: Put
Strike price: 2,800.00 -
Maturity: 12/20/2024
Issue date: 12/30/2022
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: -70.92
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.14
Parity: -5.40
Time value: 0.47
Break-even: 2,752.90
Moneyness: 0.84
Premium: 0.18
Premium p.a.: 0.60
Spread abs.: 0.20
Spread %: 73.80%
Delta: -0.14
Theta: -0.49
Omega: -9.65
Rho: -1.73
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.30%
1 Month
  -6.90%
3 Months
  -28.95%
YTD
  -71.28%
1 Year
  -83.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.310
1M High / 1M Low: 0.670 0.290
6M High / 6M Low: 0.860 0.280
High (YTD): 1/4/2024 1.090
Low (YTD): 7/15/2024 0.280
52W High: 10/27/2023 2.190
52W Low: 7/15/2024 0.280
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.378
Avg. volume 1M:   0.000
Avg. price 6M:   0.477
Avg. volume 6M:   0.000
Avg. price 1Y:   0.901
Avg. volume 1Y:   2.539
Volatility 1M:   307.38%
Volatility 6M:   158.24%
Volatility 1Y:   121.25%
Volatility 3Y:   -