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Goldman Sachs Put 45.04 QIA 20.12.../  DE000GP79MK8  /

EUWAX
08/11/2024  16:32:18 Chg.-0.060 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.420EUR -12.50% -
Bid Size: -		 -
Ask Size: -		 QIAGEN NV 45.04 EUR 20/12/2024 Put
 

Master data

WKN: GP79MK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: QIAGEN NV
Type: Warrant
Option type: Put
Strike price: 45.04 EUR
Maturity: 20/12/2024
Issue date: 30/06/2023
Last trading day: 19/12/2024
Ratio: 10.01:1
Exercise type: American
Quanto: -
Gearing: -8.86
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.42
Implied volatility: 0.33
Historic volatility: 0.22
Parity: 0.42
Time value: 0.04
Break-even: 40.44
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.07
Spread %: 16.46%
Delta: -0.79
Theta: -0.01
Omega: -6.98
Rho: -0.04
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.26%
1 Month
  -17.65%
3 Months
  -19.23%
YTD
  -39.13%
1 Year
  -56.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.420
1M High / 1M Low: 0.650 0.420
6M High / 6M Low: 0.840 0.420
High (YTD): 19/04/2024 0.940
Low (YTD): 08/11/2024 0.420
52W High: 10/11/2023 0.970
52W Low: 08/11/2024 0.420
Avg. price 1W:   0.473
Avg. volume 1W:   0.000
Avg. price 1M:   0.569
Avg. volume 1M:   0.000
Avg. price 6M:   0.603
Avg. volume 6M:   0.000
Avg. price 1Y:   0.663
Avg. volume 1Y:   0.000
Volatility 1M:   106.93%
Volatility 6M:   108.40%
Volatility 1Y:   89.10%
Volatility 3Y:   -