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

EUWAX
31/07/2024  09:23:34 Chg.-0.001 Bid16:37:07 Ask16:37:07 Underlying Strike price Expiration date Option type
0.059EUR -1.67% 0.056
Bid Size: 100,000		 0.059
Ask Size: 100,000		 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: -54.95
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.17
Parity: -0.45
Time value: 0.08
Break-even: 39.19
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 32.79%
Delta: -0.19
Theta: 0.00
Omega: -10.65
Rho: -0.04
 

Quote data

Open: 0.059
High: 0.059
Low: 0.059
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.37%
1 Month
  -14.49%
3 Months
  -41.00%
YTD
  -46.36%
1 Year
  -60.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.076 0.060
1M High / 1M Low: 0.080 0.054
6M High / 6M Low: 0.140 0.046
High (YTD): 15/02/2024 0.140
Low (YTD): 16/05/2024 0.046
52W High: 16/11/2023 0.170
52W Low: 16/05/2024 0.046
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   0.090
Avg. volume 6M:   0.000
Avg. price 1Y:   0.107
Avg. volume 1Y:   0.000
Volatility 1M:   128.41%
Volatility 6M:   159.21%
Volatility 1Y:   149.05%
Volatility 3Y:   -