Goldman Sachs Put 60 TSM 17.01.20.../  DE000GZ7RW96  /

EUWAX
9/10/2024  9:57:13 AM Chg.0.000 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.050EUR 0.00% -
Bid Size: -
-
Ask Size: -
Taiwan Semiconductor... 60.00 - 1/17/2025 Put
 

Master data

WKN: GZ7RW9
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 1/17/2025
Issue date: 1/30/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -150.52
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.92
Historic volatility: 0.33
Parity: -8.75
Time value: 0.10
Break-even: 59.02
Moneyness: 0.41
Premium: 0.60
Premium p.a.: 2.78
Spread abs.: 0.05
Spread %: 104.17%
Delta: -0.03
Theta: -0.02
Omega: -3.92
Rho: -0.02
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month
  -37.50%
3 Months
  -16.67%
YTD
  -50.00%
1 Year
  -78.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.040
1M High / 1M Low: 0.080 0.040
6M High / 6M Low: 0.110 0.040
High (YTD): 2/14/2024 0.130
Low (YTD): 9/3/2024 0.040
52W High: 9/26/2023 0.260
52W Low: 9/3/2024 0.040
Avg. price 1W:   0.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.065
Avg. volume 6M:   0.000
Avg. price 1Y:   0.108
Avg. volume 1Y:   0.000
Volatility 1M:   138.44%
Volatility 6M:   143.83%
Volatility 1Y:   123.62%
Volatility 3Y:   -