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Goldman Sachs Put 600 RAA 20.12.2.../  DE000GZ9XV71  /

EUWAX
2024-06-28  6:15:33 PM Chg.+0.030 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.160EUR +23.08% -
Bid Size: -		 -
Ask Size: -		 RATIONAL AG 600.00 - 2024-12-20 Put
 

Master data

WKN: GZ9XV7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RATIONAL AG
Type: Warrant
Option type: Put
Strike price: 600.00 -
Maturity: 2024-12-20
Issue date: 2023-05-17
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -34.56
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.27
Parity: -1.78
Time value: 0.23
Break-even: 577.50
Moneyness: 0.77
Premium: 0.26
Premium p.a.: 0.62
Spread abs.: 0.10
Spread %: 81.45%
Delta: -0.15
Theta: -0.15
Omega: -5.23
Rho: -0.67
 

Quote data

Open: 0.130
High: 0.160
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month     0.00%
3 Months
  -30.43%
YTD
  -68.00%
1 Year
  -76.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.180 0.130
6M High / 6M Low: 0.610 0.130
High (YTD): 2024-01-05 0.610
Low (YTD): 2024-06-27 0.130
52W High: 2023-10-27 1.170
52W Low: 2024-06-27 0.130
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.147
Avg. volume 1M:   0.000
Avg. price 6M:   0.279
Avg. volume 6M:   0.000
Avg. price 1Y:   0.516
Avg. volume 1Y:   11.719
Volatility 1M:   130.68%
Volatility 6M:   103.36%
Volatility 1Y:   91.77%
Volatility 3Y:   -