Goldman Sachs Put 140 BALN 20.12.2024
/ DE000GP7E5S9
Goldman Sachs Put 140 BALN 20.12..../ DE000GP7E5S9 /
| 2024-05-31 9:20:58 AM |
Chg.-0.010 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-2.94% |
-
Bid Size: - |
-
Ask Size: - |
BALOISE N |
140.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
GP7E5S |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BALOISE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-38.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-1.48 |
| Time value: |
0.41 |
| Break-even: |
138.90 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.10 |
| Spread %: |
32.15% |
| Delta: |
-0.23 |
| Theta: |
-0.02 |
| Omega: |
-8.71 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
-62.07% |
| 3 Months |
|
|
-68.27% |
| YTD |
|
|
-81.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.330 |
| 1M High / 1M Low: |
0.860 |
0.330 |
| 6M High / 6M Low: |
1.930 |
0.330 |
| High (YTD): |
2024-01-09 |
1.930 |
| Low (YTD): |
2024-05-31 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.523 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.202 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.65% |
| Volatility 6M: |
|
103.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
