Goldman Sachs Put 22 AAL 21.06.2024
/ DE000GP7LT23
Goldman Sachs Put 22 AAL 21.06.20.../ DE000GP7LT23 /
2024-05-31 11:00:01 AM |
Chg.+0.010 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
+1.04% |
- Bid Size: - |
- Ask Size: - |
American Airlines Gr... |
22.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
GP7LT2 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
American Airlines Group Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
22.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-07 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.97 |
Intrinsic value: |
0.97 |
Implied volatility: |
1.82 |
Historic volatility: |
0.35 |
Parity: |
0.97 |
Time value: |
0.01 |
Break-even: |
10.47 |
Moneyness: |
1.91 |
Premium: |
0.01 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.01 |
Spread %: |
0.72% |
Delta: |
-0.90 |
Theta: |
-0.02 |
Omega: |
-0.98 |
Rho: |
-0.01 |
Quote data
Open: |
0.970 |
High: |
0.970 |
Low: |
0.970 |
Previous Close: |
0.960 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+29.33% |
1 Month |
|
|
+25.97% |
3 Months |
|
|
+64.41% |
YTD |
|
|
+32.88% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.970 |
0.750 |
1M High / 1M Low: |
0.970 |
0.620 |
6M High / 6M Low: |
0.970 |
0.590 |
High (YTD): |
2024-05-31 |
0.970 |
Low (YTD): |
2024-03-04 |
0.590 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.862 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.738 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.717 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
88.98% |
Volatility 6M: |
|
75.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |