Goldman Sachs Put 10 BOY 20.12.2024
/ DE000GG38R29
Goldman Sachs Put 10 BOY 20.12.20.../ DE000GG38R29 /
| 2024-06-07 9:33:07 AM |
Chg.-0.12 |
Bid10:47:51 AM |
Ask10:47:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.88EUR |
-12.00% |
0.87
Bid Size: 30,000 |
0.88
Ask Size: 30,000 |
BCO BIL.VIZ.ARG.NOM.... |
10.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
GG38R2 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
0.20 |
| Time value: |
0.87 |
| Break-even: |
8.93 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.10 |
| Spread %: |
10.31% |
| Delta: |
-0.45 |
| Theta: |
0.00 |
| Omega: |
-4.09 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.88 |
| High: |
0.88 |
| Low: |
0.88 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.32% |
| 1 Month |
|
|
+3.53% |
| 3 Months |
|
|
-24.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
0.78 |
| 1M High / 1M Low: |
1.07 |
0.73 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
