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Goldman Sachs Put 40 COK 20.12.20.../  DE000GZ8KCP8  /

EUWAX
2024-07-09  9:07:42 AM Chg.0.000 Bid9:53:05 AM Ask9:53:05 AM Underlying Strike price Expiration date Option type
0.770EUR 0.00% 0.770
Bid Size: 20,000		 0.790
Ask Size: 5,000		 CANCOM SE O.N. 40.00 - 2024-12-20 Put
 

Master data

WKN: GZ8KCP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CANCOM SE O.N.
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 2024-12-20
Issue date: 2023-02-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.15
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.68
Implied volatility: 0.44
Historic volatility: 0.33
Parity: 0.68
Time value: 0.12
Break-even: 32.00
Moneyness: 1.21
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 5.26%
Delta: -0.67
Theta: -0.01
Omega: -2.78
Rho: -0.14
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.770
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.94%
1 Month
  -24.51%
3 Months
  -33.62%
YTD
  -34.19%
1 Year
  -45.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.760
1M High / 1M Low: 1.000 0.760
6M High / 6M Low: 1.520 0.760
High (YTD): 2024-03-20 1.520
Low (YTD): 2024-07-04 0.760
52W High: 2023-10-25 1.860
52W Low: 2024-07-04 0.760
Avg. price 1W:   0.780
Avg. volume 1W:   0.000
Avg. price 1M:   0.875
Avg. volume 1M:   0.000
Avg. price 6M:   1.160
Avg. volume 6M:   0.000
Avg. price 1Y:   1.310
Avg. volume 1Y:   0.000
Volatility 1M:   81.03%
Volatility 6M:   64.86%
Volatility 1Y:   57.39%
Volatility 3Y:   -