Goldman Sachs Put 4 DDD 16.01.202.../  DE000GG7ZZ77  /

EUWAX
02/08/2024  10:39:24 Chg.+0.11 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
1.45EUR +8.21% -
Bid Size: -
-
Ask Size: -
3D Systems Corporati... 4.00 USD 16/01/2026 Put
 

Master data

WKN: GG7ZZ7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: 3D Systems Corporation
Type: Warrant
Option type: Put
Strike price: 4.00 USD
Maturity: 16/01/2026
Issue date: 14/05/2024
Last trading day: 15/01/2026
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -1.75
Leverage: Yes

Calculated values

Fair value: 1.31
Intrinsic value: 0.84
Implied volatility: 0.87
Historic volatility: 0.64
Parity: 0.84
Time value: 0.77
Break-even: 2.06
Moneyness: 1.30
Premium: 0.27
Premium p.a.: 0.18
Spread abs.: 0.05
Spread %: 3.21%
Delta: -0.37
Theta: 0.00
Omega: -0.65
Rho: -0.04
 

Quote data

Open: 1.45
High: 1.45
Low: 1.45
Previous Close: 1.34
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.94%
1 Month
  -3.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.45 1.30
1M High / 1M Low: 1.50 1.21
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.36
Avg. volume 1W:   0.00
Avg. price 1M:   1.32
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -