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

EUWAX
7/29/2024  10:57:18 AM Chg.-0.110 Bid5:53:18 PM Ask5:53:18 PM Underlying Strike price Expiration date Option type
0.620EUR -15.07% 0.590
Bid Size: 10,000		 0.620
Ask Size: 10,000		 QIAGEN NV 45.04 EUR 12/20/2024 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: 12/20/2024
Issue date: 6/30/2023
Last trading day: 12/19/2024
Ratio: 10.01:1
Exercise type: American
Quanto: -
Gearing: -5.93
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.59
Implied volatility: 0.32
Historic volatility: 0.23
Parity: 0.59
Time value: 0.07
Break-even: 38.43
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 4.76%
Delta: -0.70
Theta: -0.01
Omega: -4.15
Rho: -0.13
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.52%
1 Month
  -17.33%
3 Months
  -19.48%
YTD
  -10.14%
1 Year  
+6.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.720
1M High / 1M Low: 0.840 0.720
6M High / 6M Low: 0.940 0.520
High (YTD): 4/19/2024 0.940
Low (YTD): 6/11/2024 0.520
52W High: 10/27/2023 1.090
52W Low: 6/11/2024 0.520
Avg. price 1W:   0.762
Avg. volume 1W:   0.000
Avg. price 1M:   0.781
Avg. volume 1M:   0.000
Avg. price 6M:   0.707
Avg. volume 6M:   0.000
Avg. price 1Y:   0.729
Avg. volume 1Y:   0.000
Volatility 1M:   76.74%
Volatility 6M:   87.40%
Volatility 1Y:   76.02%
Volatility 3Y:   -