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Goldman Sachs Put 50 DHL 20.06.20.../  DE000GP76W65  /

EUWAX
2024-07-31  10:48:45 AM Chg.-0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.960EUR -2.04% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE POST AG NA ... 50.00 - 2025-06-20 Put
 

Master data

WKN: GP76W6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.98
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.90
Implied volatility: 0.35
Historic volatility: 0.20
Parity: 0.90
Time value: 0.13
Break-even: 39.70
Moneyness: 1.22
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.03
Spread %: 3.00%
Delta: -0.63
Theta: 0.00
Omega: -2.51
Rho: -0.32
 

Quote data

Open: 0.960
High: 0.960
Low: 0.960
Previous Close: 0.980
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -21.31%
3 Months
  -20.66%
YTD  
+15.66%
1 Year  
+33.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.070 0.980
1M High / 1M Low: 1.200 0.980
6M High / 6M Low: 1.360 0.830
High (YTD): 2024-04-19 1.360
Low (YTD): 2024-01-26 0.770
52W High: 2023-10-26 1.440
52W Low: 2023-07-31 0.720
Avg. price 1W:   1.026
Avg. volume 1W:   0.000
Avg. price 1M:   1.041
Avg. volume 1M:   0.000
Avg. price 6M:   1.110
Avg. volume 6M:   0.000
Avg. price 1Y:   1.064
Avg. volume 1Y:   0.000
Volatility 1M:   48.08%
Volatility 6M:   49.83%
Volatility 1Y:   58.70%
Volatility 3Y:   -