Goldman Sachs Put 150 SAP 21.06.2024
/ DE000GG01KY6
Goldman Sachs Put 150 SAP 21.06.2.../ DE000GG01KY6 /
| 2024-04-26 11:01:45 AM |
Chg.- |
Bid9:26:02 AM |
Ask9:26:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.069EUR |
- |
0.068
Bid Size: 20,000 |
0.088
Ask Size: 20,000 |
SAP SE O.N. |
150.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
GG01KY |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-108.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
-2.40 |
| Time value: |
0.16 |
| Break-even: |
148.39 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
1.57 |
| Spread abs.: |
0.07 |
| Spread %: |
76.92% |
| Delta: |
-0.12 |
| Theta: |
-0.05 |
| Omega: |
-13.37 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.069 |
| High: |
0.069 |
| Low: |
0.069 |
| Previous Close: |
0.071 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-74.44% |
| 1 Month |
|
|
-23.33% |
| 3 Months |
|
|
-79.71% |
| YTD |
|
|
-95.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.062 |
| 1M High / 1M Low: |
0.270 |
0.062 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-04 |
1.650 |
| Low (YTD): |
2024-04-24 |
0.062 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
364.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
