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Goldman Sachs Put 45 PHM7 17.01.2.../  DE000GZ7WED7  /

EUWAX
15/10/2024  15:28:37 Chg.- Bid10:00:17 Ask10:00:17 Underlying Strike price Expiration date Option type
0.049EUR - 0.051
Bid Size: 50,000		 0.071
Ask Size: 50,000		 ALTRIA GRP INC. DL... 45.00 - 17/01/2025 Put
 

Master data

WKN: GZ7WED
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ALTRIA GRP INC. DL-,333
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 17/01/2025
Issue date: 01/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -63.68
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.17
Parity: -0.09
Time value: 0.07
Break-even: 44.28
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 38.46%
Delta: -0.33
Theta: 0.00
Omega: -21.27
Rho: -0.04
 

Quote data

Open: 0.050
High: 0.050
Low: 0.049
Previous Close: 0.052
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.95%
1 Month  
+4.26%
3 Months
  -65.00%
YTD
  -92.34%
1 Year
  -90.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.059 0.046
1M High / 1M Low: 0.060 0.040
6M High / 6M Low: 0.570 0.036
High (YTD): 05/03/2024 0.690
Low (YTD): 11/09/2024 0.036
52W High: 27/10/2023 0.780
52W Low: 11/09/2024 0.036
Avg. price 1W:   0.052
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   0.174
Avg. volume 6M:   0.000
Avg. price 1Y:   0.379
Avg. volume 1Y:   0.000
Volatility 1M:   176.04%
Volatility 6M:   155.64%
Volatility 1Y:   130.85%
Volatility 3Y:   -