Goldman Sachs Put 165 JBHT 21.06.2024
/ DE000GG81XE3
Goldman Sachs Put 165 JBHT 21.06..../ DE000GG81XE3 /
2024-06-04 9:35:50 AM |
Chg.+0.070 |
Bid1:24:00 PM |
Ask1:24:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
+13.21% |
0.600 Bid Size: 10,000 |
0.650 Ask Size: 10,000 |
J B Hunt Transport S... |
165.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
GG81XE |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
J B Hunt Transport Services Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
165.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-05-15 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-21.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.40 |
Implied volatility: |
0.38 |
Historic volatility: |
0.23 |
Parity: |
0.40 |
Time value: |
0.30 |
Break-even: |
144.27 |
Moneyness: |
1.03 |
Premium: |
0.02 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.05 |
Spread %: |
7.69% |
Delta: |
-0.60 |
Theta: |
-0.13 |
Omega: |
-12.68 |
Rho: |
-0.04 |
Quote data
Open: |
0.600 |
High: |
0.600 |
Low: |
0.600 |
Previous Close: |
0.530 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.08% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.530 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.782 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |