Goldman Sachs Put 4550 SX5E 12.07.../  DE000GG8ZL72  /

EUWAX
2024-06-28  5:26:56 PM Chg.-0.010 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.120EUR -7.69% -
Bid Size: -
-
Ask Size: -
DJ EURO STOXX 50 EUR... 4,550.00 EUR 2024-07-12 Put
 

Master data

WKN: GG8ZL7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DJ EURO STOXX 50 EUR Price
Type: Warrant
Option type: Put
Strike price: 4,550.00 EUR
Maturity: 2024-07-12
Issue date: 2024-06-03
Last trading day: 2024-07-11
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: -282.41
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.13
Parity: -3.64
Time value: 0.17
Break-even: 4,532.60
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 6.02
Spread abs.: 0.05
Spread %: 40.32%
Delta: -0.11
Theta: -2.09
Omega: -30.84
Rho: -0.21
 

Quote data

Open: 0.110
High: 0.120
Low: 0.110
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.079
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.105
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -