Goldman Sachs Put 28 LXS 21.03.20.../  DE000GG8ZFF3  /

EUWAX
24/01/2025  18:15:56 Chg.-0.030 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.310EUR -8.82% -
Bid Size: -
-
Ask Size: -
LANXESS AG 28.00 EUR 21/03/2025 Put
 

Master data

WKN: GG8ZFF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Put
Strike price: 28.00 EUR
Maturity: 21/03/2025
Issue date: 03/06/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -7.35
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.30
Implied volatility: 0.37
Historic volatility: 0.39
Parity: 0.30
Time value: 0.04
Break-even: 24.60
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.75
Theta: -0.01
Omega: -5.51
Rho: -0.03
 

Quote data

Open: 0.290
High: 0.310
Low: 0.290
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.91%
1 Month
  -42.59%
3 Months  
+19.23%
YTD
  -38.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.430 0.290
1M High / 1M Low: 0.580 0.290
6M High / 6M Low: 0.670 0.200
High (YTD): 13/01/2025 0.580
Low (YTD): 20/01/2025 0.290
52W High: - -
52W Low: - -
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.457
Avg. volume 1M:   0.000
Avg. price 6M:   0.411
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.58%
Volatility 6M:   159.90%
Volatility 1Y:   -
Volatility 3Y:   -