Goldman Sachs Put 14 CLN 20.09.2024
/ DE000GQ7NKD4
Goldman Sachs Put 14 CLN 20.09.20.../ DE000GQ7NKD4 /
| 2024-06-06 9:31:40 AM |
Chg.+0.001 |
Bid11:53:42 AM |
Ask11:53:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.087EUR |
+1.16% |
0.083
Bid Size: 200,000 |
0.085
Ask Size: 200,000 |
CLARIANT N |
14.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
GQ7NKD |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
0.04 |
| Time value: |
0.06 |
| Break-even: |
13.49 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
8.14% |
| Delta: |
-0.51 |
| Theta: |
0.00 |
| Omega: |
-7.71 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.087 |
| High: |
0.087 |
| Low: |
0.087 |
| Previous Close: |
0.086 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.18% |
| 1 Month |
|
|
-20.91% |
| 3 Months |
|
|
-75.83% |
| YTD |
|
|
-62.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.086 |
0.068 |
| 1M High / 1M Low: |
0.110 |
0.057 |
| 6M High / 6M Low: |
0.370 |
0.057 |
| High (YTD): |
2024-01-19 |
0.370 |
| Low (YTD): |
2024-05-27 |
0.057 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.075 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.235 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.98% |
| Volatility 6M: |
|
98.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
