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

EUWAX
04/10/2024  09:46:42 Chg.-0.13 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
8.68EUR -1.48% -
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: -8.66
Leverage: Yes

Calculated values

Fair value: 7.11
Intrinsic value: 4.25
Implied volatility: 0.48
Historic volatility: 0.36
Parity: 4.25
Time value: 4.50
Break-even: 712.50
Moneyness: 1.06
Premium: 0.06
Premium p.a.: 0.32
Spread abs.: 0.70
Spread %: 8.70%
Delta: -0.54
Theta: -0.39
Omega: -4.71
Rho: -1.04
 

Quote data

Open: 8.68
High: 8.68
Low: 8.68
Previous Close: 8.81
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.09%
1 Month
  -21.66%
3 Months  
+292.76%
YTD
  -36.92%
1 Year
  -63.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.85 8.43
1M High / 1M Low: 13.60 7.44
6M High / 6M Low: 13.60 1.72
High (YTD): 04/01/2024 16.91
Low (YTD): 15/07/2024 1.72
52W High: 20/10/2023 25.01
52W Low: 15/07/2024 1.72
Avg. price 1W:   8.65
Avg. volume 1W:   0.00
Avg. price 1M:   9.96
Avg. volume 1M:   0.00
Avg. price 6M:   5.78
Avg. volume 6M:   0.00
Avg. price 1Y:   9.55
Avg. volume 1Y:   0.00
Volatility 1M:   146.80%
Volatility 6M:   280.55%
Volatility 1Y:   210.17%
Volatility 3Y:   -