Goldman Sachs Put 150 ROG 20.09.2024
/ DE000GQ7QRZ5
Goldman Sachs Put 150 ROG 20.09.2.../ DE000GQ7QRZ5 /
03/06/2024 10:17:11 |
Chg.0.000 |
Bid17:30:08 |
Ask17:30:08 |
Underlying |
Strike price |
Expiration date |
Option type |
0.031EUR |
0.00% |
0.030 Bid Size: 10,000 |
0.180 Ask Size: 3,000 |
ROCHE GS |
150.00 CHF |
20/09/2024 |
Put |
Master data
WKN: |
GQ7QRZ |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
ROCHE GS |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 CHF |
Maturity: |
20/09/2024 |
Issue date: |
20/10/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-174.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.21 |
Parity: |
-8.24 |
Time value: |
0.14 |
Break-even: |
151.88 |
Moneyness: |
0.65 |
Premium: |
0.36 |
Premium p.a.: |
1.77 |
Spread abs.: |
0.10 |
Spread %: |
285.71% |
Delta: |
-0.04 |
Theta: |
-0.03 |
Omega: |
-7.74 |
Rho: |
-0.04 |
Quote data
Open: |
0.031 |
High: |
0.031 |
Low: |
0.031 |
Previous Close: |
0.031 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.82% |
1 Month |
|
|
-35.42% |
3 Months |
|
|
-54.41% |
YTD |
|
|
-71.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.035 |
0.031 |
1M High / 1M Low: |
0.048 |
0.031 |
6M High / 6M Low: |
0.130 |
0.031 |
High (YTD): |
02/01/2024 |
0.110 |
Low (YTD): |
31/05/2024 |
0.031 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.034 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.039 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.074 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.58% |
Volatility 6M: |
|
100.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |