Goldman Sachs Put 60 ENPH 15.11.2.../  DE000GG9XJ44  /

EUWAX
14/11/2024  09:47:16 Chg.-0.050 Bid19:58:46 Ask19:58:46 Underlying Strike price Expiration date Option type
0.110EUR -31.25% 0.018
Bid Size: 20,000
0.048
Ask Size: 20,000
Enphase Energy Inc 60.00 USD 15/11/2024 Put
 

Master data

WKN: GG9XJ4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Enphase Energy Inc
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 15/11/2024
Issue date: 21/06/2024
Last trading day: 14/11/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -28.02
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 1.87
Historic volatility: 0.59
Parity: -0.04
Time value: 0.20
Break-even: 54.75
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.00
Spread abs.: 0.10
Spread %: 96.15%
Delta: -0.45
Theta: -1.11
Omega: -12.72
Rho: 0.00
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+266.67%
1 Month  
+175.00%
3 Months  
+37.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.010
1M High / 1M Low: 0.160 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   4,128.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -