Goldman Sachs Knock-Out 1N8
/ DE000GF4RJA3
Goldman Sachs Knock-Out 1N8/ DE000GF4RJA3 /
| 1/27/2021 11:06:00 AM |
Chg.- |
Bid9:59:33 PM |
Ask9:59:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.59EUR |
- |
6.75
Bid Size: 5,000 |
6.78
Ask Size: 5,000 |
ADYEN N.V. E... |
2,445.3538 EUR |
12/31/2078 |
Put |
Master data
| Issuer: |
Goldman Sachs & Co |
| WKN: |
GF4RJA |
| Currency: |
EUR |
| Underlying: |
ADYEN N.V. EO-,01 |
| Type: |
Knock-out |
| Option type: |
Put |
| Strike price: |
2,445.3538 EUR |
| Maturity: |
Endless |
| Issue date: |
10/16/2020 |
| Last trading day: |
12/31/2078 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.62 |
| Knock-out: |
2,445.3538 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
-685.3538 |
| Distance to knock-out %: |
-38.94% |
| Distance to strike price: |
-685.3538 |
| Distance to strike price %: |
-38.94% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.03 |
| Spread %: |
0.44% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
6.59 |
| High: |
6.59 |
| Low: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.95% |
| 1 Month |
|
|
+28.96% |
| 3 Months |
|
|
-29.14% |
| YTD |
|
|
+21.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.59 |
5.29 |
| 1M High / 1M Low: |
7.36 |
5.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2021 |
7.36 |
| Low (YTD): |
1/25/2021 |
5.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
