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Goldman Sachs Put 597.68 RAA 20.1.../  DE000GZ6DTA3  /

EUWAX
2024-07-12  12:29:59 PM Chg.0.000 Bid1:02:05 PM Ask1:02:05 PM Underlying Strike price Expiration date Option type
0.150EUR 0.00% 0.150
Bid Size: 10,000		 0.200
Ask Size: 3,000		 RATIONAL AG 597.68 - 2024-12-20 Put
 

Master data

WKN: GZ6DTA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RATIONAL AG
Type: Warrant
Option type: Put
Strike price: 597.68 -
Maturity: 2024-12-20
Issue date: 2023-01-03
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -34.31
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.27
Parity: -1.71
Time value: 0.22
Break-even: 575.28
Moneyness: 0.78
Premium: 0.25
Premium p.a.: 0.66
Spread abs.: 0.07
Spread %: 45.45%
Delta: -0.15
Theta: -0.16
Omega: -5.32
Rho: -0.62
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month  
+7.14%
3 Months
  -34.78%
YTD
  -66.67%
1 Year
  -78.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.140
1M High / 1M Low: 0.160 0.110
6M High / 6M Low: 0.450 0.110
High (YTD): 2024-01-05 0.580
Low (YTD): 2024-06-27 0.110
52W High: 2023-10-27 1.150
52W Low: 2024-06-27 0.110
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.139
Avg. volume 1M:   0.000
Avg. price 6M:   0.244
Avg. volume 6M:   0.000
Avg. price 1Y:   0.486
Avg. volume 1Y:   0.000
Volatility 1M:   190.24%
Volatility 6M:   118.03%
Volatility 1Y:   102.76%
Volatility 3Y:   -