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Goldman Sachs Put 796.91 RAA 20.1.../  DE000GP30EL6  /

EUWAX
7/12/2024  1:29:34 PM Chg.-0.010 Bid3:49:29 PM Ask3:49:29 PM Underlying Strike price Expiration date Option type
0.730EUR -1.35% 0.720
Bid Size: 10,000		 0.770
Ask Size: 3,000		 RATIONAL AG 796.91 - 12/20/2024 Put
 

Master data

WKN: GP30EL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RATIONAL AG
Type: Warrant
Option type: Put
Strike price: 796.91 -
Maturity: 12/20/2024
Issue date: 4/20/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -9.37
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.28
Implied volatility: 0.36
Historic volatility: 0.27
Parity: 0.28
Time value: 0.54
Break-even: 714.91
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.17
Spread abs.: 0.07
Spread %: 9.33%
Delta: -0.49
Theta: -0.18
Omega: -4.56
Rho: -2.01
 

Quote data

Open: 0.740
High: 0.740
Low: 0.730
Previous Close: 0.740
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.35%
1 Month  
+35.19%
3 Months
  -17.98%
YTD
  -48.95%
1 Year
  -58.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.740
1M High / 1M Low: 0.790 0.500
6M High / 6M Low: 1.400 0.500
High (YTD): 1/5/2024 1.770
Low (YTD): 6/27/2024 0.500
52W High: 10/27/2023 2.780
52W Low: 6/27/2024 0.500
Avg. price 1W:   0.758
Avg. volume 1W:   0.000
Avg. price 1M:   0.655
Avg. volume 1M:   0.000
Avg. price 6M:   0.902
Avg. volume 6M:   0.000
Avg. price 1Y:   1.421
Avg. volume 1Y:   11.719
Volatility 1M:   194.46%
Volatility 6M:   114.86%
Volatility 1Y:   92.08%
Volatility 3Y:   -