Goldman Sachs Put 28 ZAL 20.12.2024
/ DE000GG5PER8
Goldman Sachs Put 28 ZAL 20.12.20.../ DE000GG5PER8 /
| 2024-05-31 6:20:30 PM |
Chg.-0.010 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-1.85% |
-
Bid Size: - |
-
Ask Size: - |
ZALANDO SE |
28.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
GG5PER |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
28.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.48 |
| Parity: |
0.38 |
| Time value: |
0.21 |
| Break-even: |
22.20 |
| Moneyness: |
1.15 |
| Premium: |
0.08 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.05 |
| Spread %: |
9.43% |
| Delta: |
-0.55 |
| Theta: |
-0.01 |
| Omega: |
-2.29 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.530 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.02% |
| 1 Month |
|
|
-5.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.530 |
| 1M High / 1M Low: |
0.600 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.535 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
