Goldman Sachs Put 120 AFX 21.06.2024
/ DE000GP6BN30
Goldman Sachs Put 120 AFX 21.06.2.../ DE000GP6BN30 /
2024-05-21 12:28:46 PM |
Chg.+0.13 |
Bid3:35:10 PM |
Ask3:35:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.60EUR |
+5.26% |
2.60 Bid Size: 20,000 |
2.63 Ask Size: 20,000 |
CARL ZEISS MEDITEC A... |
120.00 - |
2024-06-21 |
Put |
Master data
WKN: |
GP6BN3 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
CARL ZEISS MEDITEC AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-21 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.48 |
Intrinsic value: |
2.48 |
Implied volatility: |
0.68 |
Historic volatility: |
0.31 |
Parity: |
2.48 |
Time value: |
0.10 |
Break-even: |
94.30 |
Moneyness: |
1.26 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.10 |
Spread %: |
4.05% |
Delta: |
-0.85 |
Theta: |
-0.06 |
Omega: |
-3.16 |
Rho: |
-0.09 |
Quote data
Open: |
2.56 |
High: |
2.60 |
Low: |
2.56 |
Previous Close: |
2.47 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.84% |
1 Month |
|
|
+12.07% |
3 Months |
|
|
+80.56% |
YTD |
|
|
+6.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.54 |
2.37 |
1M High / 1M Low: |
2.71 |
1.79 |
6M High / 6M Low: |
3.94 |
0.64 |
High (YTD): |
2024-01-05 |
2.87 |
Low (YTD): |
2024-03-27 |
0.64 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.46 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.28 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.05 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
150.94% |
Volatility 6M: |
|
133.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |