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

EUWAX
08/11/2024  14:38:08 Chg.+1.22 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
18.12EUR +7.22% -
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: -3.19
Leverage: Yes

Calculated values

Fair value: 17.53
Intrinsic value: 17.53
Implied volatility: 0.87
Historic volatility: 0.39
Parity: 17.53
Time value: 2.06
Break-even: 604.10
Moneyness: 1.28
Premium: 0.03
Premium p.a.: 0.33
Spread abs.: 1.50
Spread %: 8.29%
Delta: -0.75
Theta: -0.63
Omega: -2.40
Rho: -0.77
 

Quote data

Open: 18.12
High: 18.12
Low: 18.12
Previous Close: 16.90
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.57%
1 Month  
+119.37%
3 Months  
+145.86%
YTD  
+31.69%
1 Year
  -11.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 18.25 16.90
1M High / 1M Low: 18.25 6.07
6M High / 6M Low: 18.25 1.72
High (YTD): 05/11/2024 18.25
Low (YTD): 15/07/2024 1.72
52W High: 09/11/2023 20.56
52W Low: 15/07/2024 1.72
Avg. price 1W:   17.72
Avg. volume 1W:   0.00
Avg. price 1M:   13.91
Avg. volume 1M:   0.00
Avg. price 6M:   7.17
Avg. volume 6M:   0.00
Avg. price 1Y:   8.64
Avg. volume 1Y:   0.00
Volatility 1M:   611.21%
Volatility 6M:   368.88%
Volatility 1Y:   273.55%
Volatility 3Y:   -