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Goldman Sachs Put 60 FME 20.12.20.../  DE000GP9XM57  /

EUWAX
11/11/2024  11:13:44 AM Chg.- Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
2.04EUR - -
Bid Size: -		 -
Ask Size: -		 FRESEN.MED.CARE KGAA... 60.00 - 12/20/2024 Put
 

Master data

WKN: GP9XM5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FRESEN.MED.CARE KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 12/20/2024
Issue date: 7/25/2023
Last trading day: 11/13/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.03
Leverage: Yes

Calculated values

Fair value: 1.91
Intrinsic value: 1.91
Implied volatility: 1.16
Historic volatility: 0.30
Parity: 1.91
Time value: 0.11
Break-even: 39.80
Moneyness: 1.47
Premium: 0.03
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 1.00%
Delta: -0.81
Theta: -0.05
Omega: -1.64
Rho: -0.05
 

Quote data

Open: 2.04
High: 2.04
Low: 2.04
Previous Close: 2.03
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+0.49%
1 Month
  -12.82%
3 Months
  -20.93%
YTD
  -10.53%
1 Year
  -16.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.04 2.03
1M High / 1M Low: 2.47 2.03
6M High / 6M Low: 2.67 1.91
High (YTD): 8/13/2024 2.67
Low (YTD): 5/16/2024 1.91
52W High: 8/13/2024 2.67
52W Low: 5/16/2024 1.91
Avg. price 1W:   2.03
Avg. volume 1W:   0.00
Avg. price 1M:   2.21
Avg. volume 1M:   0.00
Avg. price 6M:   2.31
Avg. volume 6M:   0.00
Avg. price 1Y:   2.34
Avg. volume 1Y:   0.00
Volatility 1M:   66.69%
Volatility 6M:   40.61%
Volatility 1Y:   43.92%
Volatility 3Y:   -