OverviewChartNewsTraderScreen

Goldman Sachs Put 800 RAA 20.12.2.../  DE000GP4Q731  /

EUWAX
2024-07-12  12:15:35 PM Chg.+0.010 Bid1:40:13 PM Ask1:40:13 PM Underlying Strike price Expiration date Option type
0.770EUR +1.32% 0.750
Bid Size: 10,000		 0.800
Ask Size: 3,000		 RATIONAL AG 800.00 - 2024-12-20 Put
 

Master data

WKN: GP4Q73
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RATIONAL AG
Type: Warrant
Option type: Put
Strike price: 800.00 -
Maturity: 2024-12-20
Issue date: 2023-05-15
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -9.15
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.32
Implied volatility: 0.36
Historic volatility: 0.27
Parity: 0.32
Time value: 0.53
Break-even: 716.00
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.16
Spread abs.: 0.07
Spread %: 9.09%
Delta: -0.49
Theta: -0.18
Omega: -4.51
Rho: -2.04
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.760
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.32%
1 Month  
+37.50%
3 Months
  -13.48%
YTD
  -46.90%
1 Year
  -57.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.760
1M High / 1M Low: 0.800 0.520
6M High / 6M Low: 1.420 0.520
High (YTD): 2024-01-05 1.790
Low (YTD): 2024-06-26 0.520
52W High: 2023-10-27 2.800
52W Low: 2024-06-26 0.520
Avg. price 1W:   0.776
Avg. volume 1W:   0.000
Avg. price 1M:   0.672
Avg. volume 1M:   0.000
Avg. price 6M:   0.925
Avg. volume 6M:   0.000
Avg. price 1Y:   1.445
Avg. volume 1Y:   0.000
Volatility 1M:   157.28%
Volatility 6M:   103.67%
Volatility 1Y:   86.44%
Volatility 3Y:   -