Goldman Sachs Put 120 USD/JPY 13.12.2024
/ DE000GG148Z1
Goldman Sachs Put 120 USD/JPY 13..../ DE000GG148Z1 /
| 2024-04-30 9:16:50 PM |
Chg.- |
Bid8:24:56 AM |
Ask8:24:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
- |
0.090
Bid Size: 50,000 |
0.120
Ask Size: 50,000 |
- |
120.00 JPY |
2024-12-13 |
Put |
Master data
| WKN: |
GG148Z |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 JPY |
| Maturity: |
2024-12-13 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-12-12 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-26,000,133.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1,971,602.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.08 |
| Historic volatility: |
14.53 |
| Parity: |
-580,773.39 |
| Time value: |
0.10 |
| Break-even: |
20,192.40 |
| Moneyness: |
0.78 |
| Premium: |
0.22 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.03 |
| Spread %: |
42.86% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
-79.27 |
| Rho: |
0.00 |
Quote data
| Open: |
0.070 |
| High: |
0.080 |
| Low: |
0.070 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
-41.67% |
| 3 Months |
|
|
-79.41% |
| YTD |
|
|
-90.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.070 |
| 1M High / 1M Low: |
0.130 |
0.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.730 |
| Low (YTD): |
2024-04-30 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.106 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
