Goldman Sachs Put 360 HD/  DE000GG63777  /

EUWAX
2024-08-15  2:36:15 PM Chg.- Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.320EUR - -
Bid Size: -
-
Ask Size: -
Home Depot Inc 360.00 USD 2024-08-16 Put
 

Master data

WKN: GG6377
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Home Depot Inc
Type: Warrant
Option type: Put
Strike price: 360.00 USD
Maturity: 2024-08-16
Issue date: 2024-04-15
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -54.74
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.39
Implied volatility: 0.53
Historic volatility: 0.18
Parity: 0.39
Time value: 0.20
Break-even: 321.03
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 8.09
Spread abs.: 0.15
Spread %: 34.09%
Delta: -0.66
Theta: -1.62
Omega: -36.23
Rho: -0.01
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.950
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -78.81%
1 Month
  -67.01%
3 Months
  -81.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.510 0.320
1M High / 1M Low: 1.850 0.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.140
Avg. volume 1W:   0.000
Avg. price 1M:   1.058
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   685.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -