Goldman Sachs Put 35 LXS 21.06.2024
/ DE000GP5QSM6
Goldman Sachs Put 35 LXS 21.06.20.../ DE000GP5QSM6 /
| 2024-05-28 6:24:04 PM |
Chg.-0.040 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-4.21% |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
35.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
GP5QSM |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.38 |
| Parity: |
0.94 |
| Time value: |
0.02 |
| Break-even: |
25.40 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
5.49% |
| Delta: |
-0.88 |
| Theta: |
-0.02 |
| Omega: |
-2.36 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.920 |
| High: |
0.940 |
| Low: |
0.910 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.00% |
| 1 Month |
|
|
+10.98% |
| 3 Months |
|
|
-23.53% |
| YTD |
|
|
+22.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.910 |
| 1M High / 1M Low: |
1.000 |
0.680 |
| 6M High / 6M Low: |
1.270 |
0.680 |
| High (YTD): |
2024-03-05 |
1.220 |
| Low (YTD): |
2024-05-09 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.960 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.833 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.918 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.21% |
| Volatility 6M: |
|
96.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
