Goldman Sachs Put 110 AFX 21.06.2024
/ DE000GG2FSC8
Goldman Sachs Put 110 AFX 21.06.2.../ DE000GG2FSC8 /
| 2024-05-21 10:50:29 AM |
Chg.+0.14 |
Bid1:56:15 PM |
Ask1:56:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
+9.40% |
1.62
Bid Size: 20,000 |
1.65
Ask Size: 20,000 |
CARL ZEISS MEDITEC A... |
110.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
GG2FSC |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
CARL ZEISS MEDITEC AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.31 |
| Parity: |
1.48 |
| Time value: |
0.11 |
| Break-even: |
94.20 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.10 |
| Spread %: |
6.76% |
| Delta: |
-0.81 |
| Theta: |
-0.05 |
| Omega: |
-4.87 |
| Rho: |
-0.08 |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.63 |
| Previous Close: |
1.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.14% |
| 1 Month |
|
|
+16.43% |
| 3 Months |
|
|
+85.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.49 |
1.39 |
| 1M High / 1M Low: |
1.77 |
0.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
