OverviewChartNewsTraderScreen

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

EUWAX
2024-10-18  4:14:34 PM Chg.-0.004 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.066EUR -5.71% -
Bid Size: -		 -
Ask Size: -		 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: -66.68
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.27
Parity: -1.34
Time value: 0.14
Break-even: 786.00
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 1.37
Spread abs.: 0.07
Spread %: 100.00%
Delta: -0.15
Theta: -0.29
Omega: -10.31
Rho: -0.27
 

Quote data

Open: 0.066
High: 0.067
Low: 0.066
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.00%
1 Month
  -65.26%
3 Months
  -90.15%
YTD
  -95.45%
1 Year
  -97.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.066
1M High / 1M Low: 0.210 0.066
6M High / 6M Low: 0.940 0.066
High (YTD): 2024-01-05 1.790
Low (YTD): 2024-10-18 0.066
52W High: 2023-10-27 2.800
52W Low: 2024-10-18 0.066
Avg. price 1W:   0.083
Avg. volume 1W:   0.000
Avg. price 1M:   0.130
Avg. volume 1M:   0.000
Avg. price 6M:   0.502
Avg. volume 6M:   0.000
Avg. price 1Y:   1.009
Avg. volume 1Y:   0.000
Volatility 1M:   181.39%
Volatility 6M:   153.45%
Volatility 1Y:   120.14%
Volatility 3Y:   -