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

EUWAX
10/4/2024  11:16:12 AM Chg.-0.06 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
11.86EUR -0.50% -
Bid Size: -		 -
Ask Size: -		 ASML HOLDING EO -... 800.00 EUR 6/20/2025 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: 6/20/2025
Issue date: 8/15/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.27
Leverage: Yes

Calculated values

Fair value: 10.45
Intrinsic value: 4.25
Implied volatility: 0.42
Historic volatility: 0.36
Parity: 4.25
Time value: 7.83
Break-even: 679.20
Moneyness: 1.06
Premium: 0.10
Premium p.a.: 0.15
Spread abs.: 0.70
Spread %: 6.15%
Delta: -0.46
Theta: -0.16
Omega: -2.91
Rho: -3.34
 

Quote data

Open: 11.86
High: 11.86
Low: 11.86
Previous Close: 11.92
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.04%
1 Month
  -6.39%
3 Months  
+178.40%
YTD
  -22.28%
1 Year
  -52.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.13 11.34
1M High / 1M Low: 15.72 10.83
6M High / 6M Low: 15.72 3.71
High (YTD): 1/4/2024 18.01
Low (YTD): 7/15/2024 3.71
52W High: 10/20/2023 25.32
52W Low: 7/15/2024 3.71
Avg. price 1W:   11.79
Avg. volume 1W:   0.00
Avg. price 1M:   12.81
Avg. volume 1M:   0.00
Avg. price 6M:   8.27
Avg. volume 6M:   0.00
Avg. price 1Y:   11.52
Avg. volume 1Y:   0.00
Volatility 1M:   100.59%
Volatility 6M:   178.17%
Volatility 1Y:   137.66%
Volatility 3Y:   -