Goldman Sachs Put 140 WCH 21.06.2024
/ DE000GQ72VX5
Goldman Sachs Put 140 WCH 21.06.2.../ DE000GQ72VX5 /
| 2024-06-10 4:14:50 PM |
Chg.+0.09 |
Bid4:23:45 PM |
Ask4:23:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.07EUR |
+2.26% |
4.08
Bid Size: 20,000 |
4.13
Ask Size: 20,000 |
WACKER CHEMIE ... |
140.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
GQ72VX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
WACKER CHEMIE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.02 |
| Intrinsic value: |
4.02 |
| Implied volatility: |
1.35 |
| Historic volatility: |
0.34 |
| Parity: |
4.02 |
| Time value: |
0.08 |
| Break-even: |
99.00 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.15 |
| Spread %: |
3.80% |
| Delta: |
-0.91 |
| Theta: |
-0.17 |
| Omega: |
-2.21 |
| Rho: |
-0.04 |
Quote data
| Open: |
4.15 |
| High: |
4.17 |
| Low: |
4.07 |
| Previous Close: |
3.98 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.24% |
| 1 Month |
|
|
+2.52% |
| 3 Months |
|
|
+6.82% |
| YTD |
|
|
+33.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.02 |
3.92 |
| 1M High / 1M Low: |
4.04 |
3.46 |
| 6M High / 6M Low: |
5.02 |
2.79 |
| High (YTD): |
2024-01-17 |
5.02 |
| Low (YTD): |
2024-04-08 |
2.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.23% |
| Volatility 6M: |
|
89.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
