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Goldman Sachs Put 400 CHTR 17.01..../  DE000GQ4FUR6  /

EUWAX
9/6/2024  9:25:00 AM Chg.+0.030 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.690EUR +4.55% -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 400.00 USD 1/17/2025 Put
 

Master data

WKN: GQ4FUR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 400.00 USD
Maturity: 1/17/2025
Issue date: 9/7/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -4.22
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.65
Implied volatility: 0.39
Historic volatility: 0.34
Parity: 0.65
Time value: 0.05
Break-even: 290.84
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.45%
Delta: -0.75
Theta: -0.05
Omega: -3.17
Rho: -1.06
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.29%
1 Month  
+35.29%
3 Months
  -37.84%
YTD  
+64.29%
1 Year  
+68.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.540
1M High / 1M Low: 0.690 0.460
6M High / 6M Low: 1.350 0.390
High (YTD): 4/29/2024 1.350
Low (YTD): 7/31/2024 0.390
52W High: 4/29/2024 1.350
52W Low: 10/16/2023 0.330
Avg. price 1W:   0.604
Avg. volume 1W:   0.000
Avg. price 1M:   0.535
Avg. volume 1M:   0.000
Avg. price 6M:   0.963
Avg. volume 6M:   0.000
Avg. price 1Y:   0.752
Avg. volume 1Y:   0.000
Volatility 1M:   129.75%
Volatility 6M:   107.20%
Volatility 1Y:   130.58%
Volatility 3Y:   -