Goldman Sachs Put 15 CLN 20.09.2024
/ DE000GQ98WW0
Goldman Sachs Put 15 CLN 20.09.20.../ DE000GQ98WW0 /
| 2024-05-31 10:35:32 AM |
Chg.-0.010 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
CLARIANT N |
15.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
GQ98WW |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.09 |
| Time value: |
0.05 |
| Break-even: |
13.99 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
-0.58 |
| Theta: |
0.00 |
| Omega: |
-6.32 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-72.73% |
| YTD |
|
|
-62.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.100 |
| 1M High / 1M Low: |
0.180 |
0.100 |
| 6M High / 6M Low: |
0.470 |
0.100 |
| High (YTD): |
2024-02-14 |
0.470 |
| Low (YTD): |
2024-05-27 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.325 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.54% |
| Volatility 6M: |
|
87.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
