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Goldman Sachs Put 300 SWGAF 20.12.../  DE000GZ9K9Q4  /

EUWAX
02/08/2024  09:20:05 Chg.+0.33 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
13.05EUR +2.59% -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 300.00 - 20/12/2024 Put
 

Master data

WKN: GZ9K9Q
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Put
Strike price: 300.00 -
Maturity: 20/12/2024
Issue date: 06/03/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.41
Leverage: Yes

Calculated values

Fair value: 11.41
Intrinsic value: 11.41
Implied volatility: 1.08
Historic volatility: 0.27
Parity: 11.41
Time value: 1.79
Break-even: 168.10
Moneyness: 1.61
Premium: 0.10
Premium p.a.: 0.27
Spread abs.: 0.48
Spread %: 3.78%
Delta: -0.64
Theta: -0.14
Omega: -0.90
Rho: -0.96
 

Quote data

Open: 13.05
High: 13.05
Low: 13.05
Previous Close: 12.72
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.48%
1 Month  
+10.41%
3 Months  
+17.78%
YTD  
+61.11%
1 Year  
+144.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.05 12.34
1M High / 1M Low: 13.35 11.50
6M High / 6M Low: 13.35 9.00
High (YTD): 17/07/2024 13.35
Low (YTD): 02/01/2024 8.41
52W High: 17/07/2024 13.35
52W Low: 07/08/2023 5.04
Avg. price 1W:   12.67
Avg. volume 1W:   0.00
Avg. price 1M:   12.45
Avg. volume 1M:   0.00
Avg. price 6M:   11.02
Avg. volume 6M:   0.00
Avg. price 1Y:   9.39
Avg. volume 1Y:   0.00
Volatility 1M:   64.58%
Volatility 6M:   50.90%
Volatility 1Y:   55.09%
Volatility 3Y:   -