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

EUWAX
04/07/2024  10:45:33 Chg.- Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.790EUR - -
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: -4.44
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.73
Implied volatility: 0.41
Historic volatility: 0.22
Parity: 0.73
Time value: 0.12
Break-even: 36.53
Moneyness: 1.19
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 3.66%
Delta: -0.67
Theta: -0.01
Omega: -2.97
Rho: -0.15
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.790
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.33%
1 Month  
+41.07%
3 Months
  -8.14%
YTD  
+14.49%
1 Year  
+17.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.740
1M High / 1M Low: 0.790 0.520
6M High / 6M Low: 0.940 0.520
High (YTD): 19/04/2024 0.940
Low (YTD): 11/06/2024 0.520
52W High: 27/10/2023 1.090
52W Low: 11/06/2024 0.520
Avg. price 1W:   0.775
Avg. volume 1W:   0.000
Avg. price 1M:   0.654
Avg. volume 1M:   0.000
Avg. price 6M:   0.682
Avg. volume 6M:   0.000
Avg. price 1Y:   0.721
Avg. volume 1Y:   0.000
Volatility 1M:   142.38%
Volatility 6M:   85.61%
Volatility 1Y:   73.96%
Volatility 3Y:   -