Goldman Sachs Put 160 SAP 21.06.2024
/ DE000GG0YFT4
Goldman Sachs Put 160 SAP 21.06.2.../ DE000GG0YFT4 /
| 2024-04-26 11:05:32 AM |
Chg.-0.010 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-6.25% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
160.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
GG0YFT |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-83.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
-1.40 |
| Time value: |
0.21 |
| Break-even: |
157.92 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.05 |
| Spread %: |
31.65% |
| Delta: |
-0.19 |
| Theta: |
-0.04 |
| Omega: |
-15.87 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-74.14% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-77.94% |
| YTD |
|
|
-93.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.130 |
| 1M High / 1M Low: |
0.580 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-04 |
2.480 |
| Low (YTD): |
2024-04-24 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.280 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
368.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
