Goldman Sachs Put 120 GPN 17.01.2025
/ DE000GQ7V9B4
Goldman Sachs Put 120 GPN 17.01.2.../ DE000GQ7V9B4 /
| 2024-05-21 9:26:54 AM |
Chg.+0.08 |
Bid9:27:43 AM |
Ask9:27:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
+5.84% |
1.45
Bid Size: 3,000 |
1.65
Ask Size: 2,000 |
Global Payments Inc |
120.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
GQ7V9B |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
1.16 |
| Time value: |
0.40 |
| Break-even: |
94.89 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.10 |
| Spread %: |
6.85% |
| Delta: |
-0.58 |
| Theta: |
-0.01 |
| Omega: |
-3.69 |
| Rho: |
-0.48 |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.45 |
| Previous Close: |
1.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.84% |
| 1 Month |
|
|
+42.16% |
| 3 Months |
|
|
+74.70% |
| YTD |
|
|
+54.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.34 |
| 1M High / 1M Low: |
1.41 |
0.76 |
| 6M High / 6M Low: |
1.52 |
0.62 |
| High (YTD): |
2024-05-02 |
1.41 |
| Low (YTD): |
2024-02-16 |
0.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.65% |
| Volatility 6M: |
|
133.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
