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

EUWAX
09/10/2024  10:16:55 Chg.-0.26 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
17.97EUR -1.43% -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 350.00 - 20/12/2024 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: 20/12/2024
Issue date: 17/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.06
Leverage: Yes

Calculated values

Fair value: 15.91
Intrinsic value: 15.91
Implied volatility: 1.74
Historic volatility: 0.31
Parity: 15.91
Time value: 2.15
Break-even: 169.40
Moneyness: 1.83
Premium: 0.11
Premium p.a.: 0.72
Spread abs.: 0.09
Spread %: 0.50%
Delta: -0.65
Theta: -0.35
Omega: -0.69
Rho: -0.60
 

Quote data

Open: 17.97
High: 17.97
Low: 17.97
Previous Close: 18.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.62%
1 Month
  -10.77%
3 Months  
+7.35%
YTD  
+35.21%
1 Year  
+38.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 18.23 17.29
1M High / 1M Low: 21.06 17.29
6M High / 6M Low: 21.06 14.52
High (YTD): 23/09/2024 21.06
Low (YTD): 02/01/2024 13.53
52W High: 23/09/2024 21.06
52W Low: 08/11/2023 11.45
Avg. price 1W:   17.83
Avg. volume 1W:   0.00
Avg. price 1M:   19.60
Avg. volume 1M:   0.00
Avg. price 6M:   17.48
Avg. volume 6M:   0.00
Avg. price 1Y:   15.79
Avg. volume 1Y:   0.00
Volatility 1M:   43.70%
Volatility 6M:   35.31%
Volatility 1Y:   37.41%
Volatility 3Y:   -