Goldman Sachs Put 120 ILMN 21.06.2024
/ DE000GQ29892
Goldman Sachs Put 120 ILMN 21.06..../ DE000GQ29892 /
2024-05-20 10:03:02 AM |
Chg.+0.170 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.010EUR |
+20.24% |
- Bid Size: - |
- Ask Size: - |
Illumina Inc |
120.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
GQ2989 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Illumina Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-08-18 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.96 |
Intrinsic value: |
0.82 |
Implied volatility: |
0.55 |
Historic volatility: |
0.37 |
Parity: |
0.82 |
Time value: |
0.33 |
Break-even: |
98.87 |
Moneyness: |
1.08 |
Premium: |
0.03 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.20 |
Spread %: |
21.05% |
Delta: |
-0.65 |
Theta: |
-0.09 |
Omega: |
-5.73 |
Rho: |
-0.07 |
Quote data
Open: |
1.010 |
High: |
1.010 |
Low: |
1.010 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.17% |
1 Month |
|
|
-12.17% |
3 Months |
|
|
+77.19% |
YTD |
|
|
+5.21% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.150 |
0.790 |
1M High / 1M Low: |
1.210 |
0.660 |
6M High / 6M Low: |
2.770 |
0.480 |
High (YTD): |
2024-01-05 |
1.280 |
Low (YTD): |
2024-03-28 |
0.480 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.924 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.888 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.026 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
254.32% |
Volatility 6M: |
|
176.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |