Goldman Sachs Put 7 PSM 16.08.202.../  DE000GG8X1G8  /

EUWAX
8/2/2024  11:29:16 AM Chg.+0.030 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.880EUR +3.53% -
Bid Size: -
-
Ask Size: -
PROSIEBENSAT.1 NA O... 7.00 EUR 8/16/2024 Put
 

Master data

WKN: GG8X1G
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Put
Strike price: 7.00 EUR
Maturity: 8/16/2024
Issue date: 5/31/2024
Last trading day: 8/15/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -5.40
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.85
Implied volatility: 1.29
Historic volatility: 0.45
Parity: 0.85
Time value: 0.30
Break-even: 5.86
Moneyness: 1.14
Premium: 0.05
Premium p.a.: 2.72
Spread abs.: 0.37
Spread %: 48.05%
Delta: -0.66
Theta: -0.02
Omega: -3.54
Rho: 0.00
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.850
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month  
+66.04%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.690
1M High / 1M Low: 0.880 0.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.774
Avg. volume 1W:   0.000
Avg. price 1M:   0.570
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   284.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -