Goldman Sachs Put 160 SAP 20.09.2024
/ DE000GG0QJ00
Goldman Sachs Put 160 SAP 20.09.2.../ DE000GG0QJ00 /
| 2024-04-26 11:08:40 AM |
Chg.-0.020 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-4.35% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
160.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
GG0QJ0 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-33.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
-1.40 |
| Time value: |
0.52 |
| Break-even: |
154.80 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.07 |
| Spread %: |
15.56% |
| Delta: |
-0.26 |
| Theta: |
-0.03 |
| Omega: |
-8.61 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.54% |
| 1 Month |
|
|
+15.79% |
| 3 Months |
|
|
-55.56% |
| YTD |
|
|
-80.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.390 |
| 1M High / 1M Low: |
0.860 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-04 |
2.560 |
| Low (YTD): |
2024-03-27 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
