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Goldman Sachs Put 30 LXS 20.12.20.../  DE000GZ6DQK8  /

EUWAX
10/11/2024  5:48:46 PM Chg.+0.040 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.270EUR +17.39% -
Bid Size: -		 -
Ask Size: -		 LANXESS AG 30.00 - 12/20/2024 Put
 

Master data

WKN: GZ6DQK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Put
Strike price: 30.00 -
Maturity: 12/20/2024
Issue date: 1/3/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -13.71
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.16
Implied volatility: 0.24
Historic volatility: 0.39
Parity: 0.16
Time value: 0.05
Break-even: 27.93
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.66
Theta: -0.01
Omega: -9.07
Rho: -0.04
 

Quote data

Open: 0.300
High: 0.300
Low: 0.270
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month
  -51.79%
3 Months
  -61.43%
YTD
  -46.00%
1 Year
  -69.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.210
1M High / 1M Low: 0.560 0.210
6M High / 6M Low: 0.850 0.210
High (YTD): 6/14/2024 0.850
Low (YTD): 10/9/2024 0.210
52W High: 10/26/2023 1.030
52W Low: 10/9/2024 0.210
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.335
Avg. volume 1M:   0.000
Avg. price 6M:   0.565
Avg. volume 6M:   0.000
Avg. price 1Y:   0.625
Avg. volume 1Y:   0.000
Volatility 1M:   223.79%
Volatility 6M:   136.66%
Volatility 1Y:   118.18%
Volatility 3Y:   -