Goldman Sachs Put 50.04 QIA 20.06.../  DE000GP76YF9  /

EUWAX
7/29/2024  10:39:24 AM Chg.-0.12 Bid1:38:24 PM Ask1:38:24 PM Underlying Strike price Expiration date Option type
1.11EUR -9.76% 1.09
Bid Size: 10,000
1.14
Ask Size: 3,000
QIAGEN NV 50.04 EUR 6/20/2025 Put
 

Master data

WKN: GP76YF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: QIAGEN NV
Type: Warrant
Option type: Put
Strike price: 50.04 EUR
Maturity: 6/20/2025
Issue date: 6/29/2023
Last trading day: 6/19/2025
Ratio: 10.01:1
Exercise type: American
Quanto: -
Gearing: -3.13
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 1.09
Implied volatility: 0.42
Historic volatility: 0.23
Parity: 1.09
Time value: 0.16
Break-even: 37.53
Moneyness: 1.28
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 4.17%
Delta: -0.63
Theta: -0.01
Omega: -1.98
Rho: -0.33
 

Quote data

Open: 1.11
High: 1.11
Low: 1.11
Previous Close: 1.23
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.28%
1 Month
  -9.02%
3 Months
  -9.76%
YTD
  -0.89%
1 Year  
+11.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.32 1.23
1M High / 1M Low: 1.32 1.19
6M High / 6M Low: 1.41 0.95
High (YTD): 4/18/2024 1.41
Low (YTD): 6/18/2024 0.95
52W High: 10/30/2023 1.66
52W Low: 8/30/2023 0.94
Avg. price 1W:   1.27
Avg. volume 1W:   0.00
Avg. price 1M:   1.27
Avg. volume 1M:   0.00
Avg. price 6M:   1.16
Avg. volume 6M:   0.00
Avg. price 1Y:   1.18
Avg. volume 1Y:   0.00
Volatility 1M:   47.59%
Volatility 6M:   59.56%
Volatility 1Y:   53.59%
Volatility 3Y:   -