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Goldman Sachs Put 700 ASME 20.12..../  DE000GP9ZLU7  /

EUWAX
2024-07-26  10:09:37 AM Chg.-0.31 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
2.66EUR -10.44% -
Bid Size: -		 -
Ask Size: -		 ASML HOLDING EO -... 700.00 EUR 2024-12-20 Put
 

Master data

WKN: GP9ZLU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Put
Strike price: 700.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -22.21
Leverage: Yes

Calculated values

Fair value: 2.02
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.32
Parity: -9.96
Time value: 3.60
Break-even: 664.00
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.48
Spread abs.: 0.50
Spread %: 16.13%
Delta: -0.25
Theta: -0.21
Omega: -5.47
Rho: -0.94
 

Quote data

Open: 2.66
High: 2.66
Low: 2.66
Previous Close: 2.97
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.71%
1 Month  
+101.52%
3 Months
  -13.07%
YTD
  -65.59%
1 Year
  -77.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.97 1.77
1M High / 1M Low: 2.97 0.71
6M High / 6M Low: 4.00 0.71
High (YTD): 2024-01-05 9.87
Low (YTD): 2024-07-15 0.71
52W High: 2023-09-26 16.99
52W Low: 2024-07-15 0.71
Avg. price 1W:   2.19
Avg. volume 1W:   0.00
Avg. price 1M:   1.33
Avg. volume 1M:   0.00
Avg. price 6M:   2.37
Avg. volume 6M:   0.00
Avg. price 1Y:   7.21
Avg. volume 1Y:   0.00
Volatility 1M:   373.02%
Volatility 6M:   208.68%
Volatility 1Y:   160.76%
Volatility 3Y:   -