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Goldman Sachs Put 300 AMGN 17.01..../  DE000GQ0X0N3  /

EUWAX
2024-11-12  6:53:29 PM Chg.+0.300 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
1.070EUR +38.96% -
Bid Size: -		 -
Ask Size: -		 Amgen Inc 300.00 USD 2025-01-17 Put
 

Master data

WKN: GQ0X0N
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Put
Strike price: 300.00 USD
Maturity: 2025-01-17
Issue date: 2023-08-11
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -31.77
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.22
Parity: -2.05
Time value: 0.95
Break-even: 271.84
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.69
Spread abs.: 0.12
Spread %: 14.46%
Delta: -0.29
Theta: -0.12
Omega: -9.19
Rho: -0.18
 

Quote data

Open: 1.070
High: 1.070
Low: 1.070
Previous Close: 0.770
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.31%
1 Month
  -10.83%
3 Months
  -29.14%
YTD
  -63.48%
1 Year
  -74.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.130 0.770
1M High / 1M Low: 1.400 0.770
6M High / 6M Low: 2.500 0.770
High (YTD): 2024-04-19 4.410
Low (YTD): 2024-11-11 0.770
52W High: 2024-04-19 4.410
52W Low: 2024-11-11 0.770
Avg. price 1W:   0.903
Avg. volume 1W:   0.000
Avg. price 1M:   1.174
Avg. volume 1M:   0.000
Avg. price 6M:   1.466
Avg. volume 6M:   0.000
Avg. price 1Y:   2.306
Avg. volume 1Y:   0.000
Volatility 1M:   127.57%
Volatility 6M:   136.85%
Volatility 1Y:   127.16%
Volatility 3Y:   -