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Goldman Sachs Put 40 CIS 17.01.20.../  DE000GZ86PH1  /

EUWAX
06/09/2024  11:09:25 Chg.+0.001 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.034EUR +3.03% -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 40.00 - 17/01/2025 Put
 

Master data

WKN: GZ86PH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 17/01/2025
Issue date: 07/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -116.36
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.18
Parity: -0.42
Time value: 0.04
Break-even: 39.62
Moneyness: 0.90
Premium: 0.10
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 22.58%
Delta: -0.14
Theta: 0.00
Omega: -16.62
Rho: -0.02
 

Quote data

Open: 0.034
High: 0.034
Low: 0.034
Previous Close: 0.033
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.77%
1 Month
  -77.33%
3 Months
  -62.22%
YTD
  -69.09%
1 Year
  -69.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.033 0.026
1M High / 1M Low: 0.150 0.023
6M High / 6M Low: 0.150 0.023
High (YTD): 06/08/2024 0.150
Low (YTD): 28/08/2024 0.023
52W High: 16/11/2023 0.170
52W Low: 28/08/2024 0.023
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.080
Avg. volume 6M:   0.000
Avg. price 1Y:   0.100
Avg. volume 1Y:   0.000
Volatility 1M:   238.57%
Volatility 6M:   204.44%
Volatility 1Y:   176.61%
Volatility 3Y:   -