Goldman Sachs Put 120 ROST 21.06.2024
/ DE000GG684K7
Goldman Sachs Put 120 ROST 21.06..../ DE000GG684K7 /
| 2024-05-29 10:02:04 AM |
Chg.+0.004 |
Bid12:16:18 PM |
Ask12:16:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
+50.00% |
0.012
Bid Size: 10,000 |
0.082
Ask Size: 5,000 |
Ross Stores Inc |
120.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
GG684K |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-156.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.19 |
| Parity: |
-1.63 |
| Time value: |
0.08 |
| Break-even: |
109.78 |
| Moneyness: |
0.87 |
| Premium: |
0.13 |
| Premium p.a.: |
6.41 |
| Spread abs.: |
0.07 |
| Spread %: |
636.36% |
| Delta: |
-0.11 |
| Theta: |
-0.06 |
| Omega: |
-16.78 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.012 |
| High: |
0.012 |
| Low: |
0.012 |
| Previous Close: |
0.008 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-88.00% |
| 1 Month |
|
|
-90.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.008 |
| 1M High / 1M Low: |
0.220 |
0.008 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.053 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
433.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
