Goldman Sachs Put 170 JBHT 21.06.2024
/ DE000GG7A952
Goldman Sachs Put 170 JBHT 21.06..../ DE000GG7A952 /
| 2024-06-11 9:07:23 AM |
Chg.-0.170 |
Bid2:07:45 PM |
Ask2:07:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-17.53% |
0.840
Bid Size: 10,000 |
0.910
Ask Size: 10,000 |
J B Hunt Transport S... |
170.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
GG7A95 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
J B Hunt Transport Services Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
0.74 |
| Time value: |
0.08 |
| Break-even: |
149.74 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
3.80% |
| Delta: |
-0.79 |
| Theta: |
-0.11 |
| Omega: |
-14.59 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.53% |
| 1 Month |
|
|
+86.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.970 |
| 1M High / 1M Low: |
1.530 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.012 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.912 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
321.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
