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

EUWAX
7/31/2024  10:00:53 AM Chg.-0.25 Bid3:58:05 PM Ask3:58:05 PM Underlying Strike price Expiration date Option type
17.63EUR -1.40% 17.80
Bid Size: 5,000		 17.87
Ask Size: 2,000		 Swatch Group AG 350.00 - 12/20/2024 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: 12/20/2024
Issue date: 5/17/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.04
Leverage: Yes

Calculated values

Fair value: 16.18
Intrinsic value: 16.18
Implied volatility: 1.26
Historic volatility: 0.27
Parity: 16.18
Time value: 1.95
Break-even: 168.70
Moneyness: 1.86
Premium: 0.10
Premium p.a.: 0.29
Spread abs.: 0.10
Spread %: 0.55%
Delta: -0.65
Theta: -0.16
Omega: -0.67
Rho: -1.18
 

Quote data

Open: 17.63
High: 17.63
Low: 17.63
Previous Close: 17.88
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.62%
1 Month  
+3.58%
3 Months  
+8.69%
YTD  
+32.66%
1 Year  
+110.89%
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): 7/15/2024 18.61
Low (YTD): 1/2/2024 13.53
52W High: 7/15/2024 18.61
52W Low: 7/31/2023 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:   -