Goldman Sachs Put 300 PANW 16.01..../  DE000GG24H19  /

EUWAX
11/15/2024  10:48:28 AM Chg.+0.10 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
1.98EUR +5.32% -
Bid Size: -
-
Ask Size: -
Palo Alto Networks I... 300.00 USD 1/16/2026 Put
 

Master data

WKN: GG24H1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Palo Alto Networks Inc
Type: Warrant
Option type: Put
Strike price: 300.00 USD
Maturity: 1/16/2026
Issue date: 1/25/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.25
Leverage: Yes

Calculated values

Fair value: 2.08
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.41
Parity: -8.26
Time value: 2.58
Break-even: 259.16
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 0.25
Spread abs.: 0.50
Spread %: 24.04%
Delta: -0.20
Theta: -0.05
Omega: -2.85
Rho: -1.16
 

Quote data

Open: 1.98
High: 1.98
Low: 1.98
Previous Close: 1.88
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.59%
1 Month
  -12.39%
3 Months
  -36.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.98 1.88
1M High / 1M Low: 2.59 1.88
6M High / 6M Low: 4.87 1.88
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.92
Avg. volume 1W:   0.00
Avg. price 1M:   2.23
Avg. volume 1M:   0.00
Avg. price 6M:   3.22
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.58%
Volatility 6M:   95.81%
Volatility 1Y:   -
Volatility 3Y:   -