Goldman Sachs Put 18 ZAL 20.09.2024
/ DE000GG26QZ7
Goldman Sachs Put 18 ZAL 20.09.20.../ DE000GG26QZ7 /
07/06/2024 17:19:51 |
Chg.+0.007 |
Bid18:52:43 |
Ask18:52:43 |
Underlying |
Strike price |
Expiration date |
Option type |
0.055EUR |
+14.58% |
0.052 Bid Size: 20,000 |
0.072 Ask Size: 20,000 |
ZALANDO SE |
18.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
GG26QZ |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
ZALANDO SE |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
18.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
26/01/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-37.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.61 |
Historic volatility: |
0.48 |
Parity: |
-0.62 |
Time value: |
0.07 |
Break-even: |
17.35 |
Moneyness: |
0.75 |
Premium: |
0.28 |
Premium p.a.: |
1.37 |
Spread abs.: |
0.02 |
Spread %: |
44.44% |
Delta: |
-0.14 |
Theta: |
-0.01 |
Omega: |
-5.13 |
Rho: |
-0.01 |
Quote data
Open: |
0.050 |
High: |
0.055 |
Low: |
0.050 |
Previous Close: |
0.048 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.24% |
1 Month |
|
|
+10.00% |
3 Months |
|
|
-72.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.053 |
0.048 |
1M High / 1M Low: |
0.062 |
0.047 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.050 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.053 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |