Goldman Sachs Put 110 ILMN 21.06.2024
/ DE000GG726V3
Goldman Sachs Put 110 ILMN 21.06..../ DE000GG726V3 /
| 2024-06-03 10:57:14 AM |
Chg.-0.250 |
Bid8:12:48 PM |
Ask8:12:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-25.77% |
0.750
Bid Size: 30,000 |
0.820
Ask Size: 300 |
Illumina Inc |
110.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
GG726V |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.36 |
| Parity: |
0.53 |
| Time value: |
0.28 |
| Break-even: |
93.26 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.07 |
| Spread %: |
9.46% |
| Delta: |
-0.63 |
| Theta: |
-0.13 |
| Omega: |
-7.45 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+53.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.610 |
| 1M High / 1M Low: |
0.990 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.788 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.572 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
317.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
