Goldman Sachs Put 130 AFX 20.09.2024
/ DE000GG5CMX7
Goldman Sachs Put 130 AFX 20.09.2.../ DE000GG5CMX7 /
| 2024-06-07 2:29:13 PM |
Chg.-0.08 |
Bid4:26:33 PM |
Ask4:26:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.39EUR |
-1.79% |
4.49
Bid Size: 20,000 |
4.52
Ask Size: 20,000 |
CARL ZEISS MEDITEC A... |
130.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
GG5CMX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
CARL ZEISS MEDITEC AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.46 |
| Intrinsic value: |
4.46 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.31 |
| Parity: |
4.46 |
| Time value: |
0.17 |
| Break-even: |
83.80 |
| Moneyness: |
1.52 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.10 |
| Spread %: |
2.21% |
| Delta: |
-0.81 |
| Theta: |
-0.03 |
| Omega: |
-1.49 |
| Rho: |
-0.33 |
Quote data
| Open: |
4.43 |
| High: |
4.44 |
| Low: |
4.39 |
| Previous Close: |
4.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.23% |
| 1 Month |
|
|
+42.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.61 |
4.47 |
| 1M High / 1M Low: |
4.61 |
3.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
