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Goldman Sachs Put 350 SWGAF 20.12.../  DE000GZ9XPS5  /

EUWAX
2024-07-30  9:19:03 AM Chg.- Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
17.88EUR - -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 350.00 - 2024-12-20 Put
 

Master data

WKN: GZ9XPS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Put
Strike price: 350.00 -
Maturity: 2024-12-20
Issue date: 2023-05-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.03
Leverage: Yes

Calculated values

Fair value: 16.50
Intrinsic value: 16.50
Implied volatility: 1.17
Historic volatility: 0.27
Parity: 16.50
Time value: 1.47
Break-even: 170.30
Moneyness: 1.89
Premium: 0.08
Premium p.a.: 0.22
Spread abs.: 0.10
Spread %: 0.56%
Delta: -0.68
Theta: -0.14
Omega: -0.70
Rho: -1.20
 

Quote data

Open: 17.88
High: 17.88
Low: 17.88
Previous Close: 18.10
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.22%
1 Month  
+5.05%
3 Months  
+10.23%
YTD  
+34.54%
1 Year  
+113.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 18.45 17.88
1M High / 1M Low: 18.61 16.58
6M High / 6M Low: 18.61 14.14
High (YTD): 2024-07-15 18.61
Low (YTD): 2024-01-02 13.53
52W High: 2024-07-15 18.61
52W Low: 2023-07-31 8.36
Avg. price 1W:   18.09
Avg. volume 1W:   0.00
Avg. price 1M:   17.56
Avg. volume 1M:   0.00
Avg. price 6M:   16.13
Avg. volume 6M:   0.00
Avg. price 1Y:   14.24
Avg. volume 1Y:   0.00
Volatility 1M:   50.74%
Volatility 6M:   35.88%
Volatility 1Y:   40.25%
Volatility 3Y:   -