Goldman Sachs Put 320 AMGN 21.06.2024
/ DE000GG1SZE4
Goldman Sachs Put 320 AMGN 21.06..../ DE000GG1SZE4 /
| 2024-05-24 11:56:04 AM |
Chg.+0.42 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.56EUR |
+36.84% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
320.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
GG1SZE |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
1.31 |
| Time value: |
0.20 |
| Break-even: |
279.91 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.07 |
| Spread %: |
4.86% |
| Delta: |
-0.73 |
| Theta: |
-0.09 |
| Omega: |
-13.69 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.56 |
| High: |
1.56 |
| Low: |
1.56 |
| Previous Close: |
1.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+87.95% |
| 1 Month |
|
|
-68.80% |
| 3 Months |
|
|
-47.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
0.84 |
| 1M High / 1M Low: |
5.00 |
0.78 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
426.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
