Goldman Sachs Put 60 TSM 16.01.20.../  DE000GG24KH3  /

EUWAX
7/31/2024  9:11:32 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.180EUR 0.00% -
Bid Size: -
-
Ask Size: -
Taiwan Semiconductor... 60.00 USD 1/16/2026 Put
 

Master data

WKN: GG24KH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 1/16/2026
Issue date: 1/25/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -64.65
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.31
Parity: -8.74
Time value: 0.22
Break-even: 53.27
Moneyness: 0.39
Premium: 0.63
Premium p.a.: 0.39
Spread abs.: 0.03
Spread %: 15.71%
Delta: -0.04
Theta: -0.01
Omega: -2.58
Rho: -0.12
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+12.50%
3 Months  
+5.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.160
1M High / 1M Low: 0.210 0.150
6M High / 6M Low: 0.260 0.140
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.162
Avg. volume 1M:   0.000
Avg. price 6M:   0.186
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.11%
Volatility 6M:   105.23%
Volatility 1Y:   -
Volatility 3Y:   -