Goldman Sachs Put 300 ANET 21.06.2024
/ DE000GG6GGP4
Goldman Sachs Put 300 ANET 21.06..../ DE000GG6GGP4 /
| 2024-06-07 9:55:17 AM |
Chg.-0.010 |
Bid7:54:27 PM |
Ask7:54:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-1.06% |
0.750
Bid Size: 5,000 |
0.820
Ask Size: 5,000 |
Arista Networks |
300.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
GG6GGP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Arista Networks |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.39 |
| Parity: |
0.31 |
| Time value: |
0.76 |
| Break-even: |
264.74 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
1.04 |
| Spread abs.: |
0.15 |
| Spread %: |
16.30% |
| Delta: |
-0.53 |
| Theta: |
-0.31 |
| Omega: |
-13.50 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.05% |
| 1 Month |
|
|
-68.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.830 |
| 1M High / 1M Low: |
2.920 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.929 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
381.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
