Goldman Sachs Put 5500 PX1 21.03..../  DE000GP1H5D4  /

EUWAX
1/8/2025  8:36:47 AM Chg.+0.006 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.084EUR +7.69% -
Bid Size: -
-
Ask Size: -
CAC 40 5,500.00 - 3/21/2025 Put
 

Master data

WKN: GP1H5D
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CAC 40
Type: Warrant
Option type: Put
Strike price: 5,500.00 -
Maturity: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: -814.06
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.13
Parity: -19.89
Time value: 0.09
Break-even: 5,490.80
Moneyness: 0.73
Premium: 0.27
Premium p.a.: 2.32
Spread abs.: 0.01
Spread %: 12.20%
Delta: -0.02
Theta: -0.39
Omega: -16.22
Rho: -0.31
 

Quote data

Open: 0.084
High: 0.084
Low: 0.084
Previous Close: 0.078
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -44.00%
3 Months
  -76.00%
YTD
  -30.00%
1 Year
  -90.67%
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.078
1M High / 1M Low: 0.190 0.078
6M High / 6M Low: 0.780 0.078
High (YTD): 1/6/2025 0.100
Low (YTD): 1/7/2025 0.078
52W High: 1/17/2024 0.950
52W Low: 1/7/2025 0.078
Avg. price 1W:   0.095
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   0.274
Avg. volume 6M:   0.000
Avg. price 1Y:   0.382
Avg. volume 1Y:   0.000
Volatility 1M:   220.23%
Volatility 6M:   203.95%
Volatility 1Y:   167.56%
Volatility 3Y:   -