Goldman Sachs Put 800 ASME 20.06..../  DE000GQ21RD2  /

EUWAX
2024-07-26  9:20:42 AM Chg.+0.27 Bid5:30:03 PM Ask5:30:03 PM Underlying Strike price Expiration date Option type
9.46EUR +2.94% -
Bid Size: -
-
Ask Size: -
ASML HOLDING EO -... 800.00 EUR 2025-06-20 Put
 

Master data

WKN: GQ21RD
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Put
Strike price: 800.00 EUR
Maturity: 2025-06-20
Issue date: 2023-08-15
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -7.84
Leverage: Yes

Calculated values

Fair value: 8.23
Intrinsic value: 0.04
Implied volatility: 0.39
Historic volatility: 0.32
Parity: 0.04
Time value: 10.16
Break-even: 698.00
Moneyness: 1.00
Premium: 0.13
Premium p.a.: 0.14
Spread abs.: 2.06
Spread %: 25.31%
Delta: -0.39
Theta: -0.13
Omega: -3.08
Rho: -3.76
 

Quote data

Open: 9.46
High: 9.46
Low: 9.46
Previous Close: 9.19
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.09%
1 Month  
+87.33%
3 Months  
+9.11%
YTD
  -38.01%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.19 6.94
1M High / 1M Low: 9.19 3.71
6M High / 6M Low: 10.01 3.71
High (YTD): 2024-01-04 18.01
Low (YTD): 2024-07-15 3.71
52W High: - -
52W Low: - -
Avg. price 1W:   7.83
Avg. volume 1W:   0.00
Avg. price 1M:   5.39
Avg. volume 1M:   0.00
Avg. price 6M:   7.13
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.38%
Volatility 6M:   134.58%
Volatility 1Y:   -
Volatility 3Y:   -