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Goldman Sachs Put 400 TSLA 20.09..../  DE000GP95TB8  /

EUWAX
2024-08-05  9:53:02 AM Chg.+0.13 Bid7:48:45 PM Ask7:48:45 PM Underlying Strike price Expiration date Option type
1.85EUR +7.56% 1.82
Bid Size: 1 mill.		 1.87
Ask Size: 1 mill.		 Tesla Inc 400.00 USD 2024-09-20 Put
 

Master data

WKN: GP95TB
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Tesla Inc
Type: Warrant
Option type: Put
Strike price: 400.00 USD
Maturity: 2024-09-20
Issue date: 2023-07-20
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -1.05
Leverage: Yes

Calculated values

Fair value: 1.76
Intrinsic value: 1.76
Implied volatility: 1.44
Historic volatility: 0.49
Parity: 1.76
Time value: 0.05
Break-even: 185.60
Moneyness: 1.93
Premium: 0.02
Premium p.a.: 0.21
Spread abs.: 0.05
Spread %: 2.84%
Delta: -0.84
Theta: -0.22
Omega: -0.89
Rho: -0.43
 

Quote data

Open: 1.85
High: 1.85
Low: 1.85
Previous Close: 1.72
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.12%
1 Month  
+26.71%
3 Months
  -9.31%
YTD  
+39.10%
1 Year  
+34.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.72 1.53
1M High / 1M Low: 1.73 1.27
6M High / 6M Low: 2.40 1.27
High (YTD): 2024-04-23 2.40
Low (YTD): 2024-07-10 1.27
52W High: 2024-04-23 2.40
52W Low: 2024-07-10 1.27
Avg. price 1W:   1.61
Avg. volume 1W:   0.00
Avg. price 1M:   1.47
Avg. volume 1M:   0.00
Avg. price 6M:   1.94
Avg. volume 6M:   0.00
Avg. price 1Y:   1.74
Avg. volume 1Y:   0.00
Volatility 1M:   131.42%
Volatility 6M:   67.59%
Volatility 1Y:   63.27%
Volatility 3Y:   -