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Goldman Sachs Put 800 ASME 20.12..../  DE000GZ7CXS7  /

EUWAX
30/08/2024  09:21:57 Chg.+0.32 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
5.95EUR +5.68% -
Bid Size: -		 -
Ask Size: -		 ASML HOLDING EO -... 800.00 - 20/12/2024 Put
 

Master data

WKN: GZ7CXS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Put
Strike price: 800.00 -
Maturity: 20/12/2024
Issue date: 19/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -13.67
Leverage: Yes

Calculated values

Fair value: 5.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.34
Parity: -1.20
Time value: 5.94
Break-even: 740.60
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 0.32
Spread abs.: 0.91
Spread %: 18.09%
Delta: -0.41
Theta: -0.27
Omega: -5.60
Rho: -1.19
 

Quote data

Open: 5.95
High: 5.95
Low: 5.95
Previous Close: 5.63
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.63%
1 Month  
+32.22%
3 Months  
+33.11%
YTD
  -56.76%
1 Year
  -69.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.58 5.63
1M High / 1M Low: 10.94 4.40
6M High / 6M Low: 10.94 1.72
High (YTD): 04/01/2024 16.91
Low (YTD): 15/07/2024 1.72
52W High: 26/09/2023 25.93
52W Low: 15/07/2024 1.72
Avg. price 1W:   6.05
Avg. volume 1W:   0.00
Avg. price 1M:   6.59
Avg. volume 1M:   0.00
Avg. price 6M:   4.93
Avg. volume 6M:   0.00
Avg. price 1Y:   10.88
Avg. volume 1Y:   0.00
Volatility 1M:   412.93%
Volatility 6M:   258.30%
Volatility 1Y:   190.97%
Volatility 3Y:   -