Goldman Sachs Put 60 NWT 16.01.20.../  DE000GG26GY1  /

EUWAX
7/9/2024  11:19:34 AM Chg.+0.030 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.630EUR +5.00% -
Bid Size: -
-
Ask Size: -
WELLS FARGO + CO.DL ... 60.00 - 1/16/2026 Put
 

Master data

WKN: GG26GY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 1/16/2026
Issue date: 1/26/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.47
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.55
Implied volatility: 0.19
Historic volatility: 0.20
Parity: 0.55
Time value: 0.09
Break-even: 53.57
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.01
Spread abs.: 0.01
Spread %: 1.10%
Delta: -0.52
Theta: 0.00
Omega: -4.43
Rho: -0.53
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.53%
1 Month
  -8.70%
3 Months
  -17.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.560
1M High / 1M Low: 0.740 0.560
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.578
Avg. volume 1W:   0.000
Avg. price 1M:   0.660
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -