Goldman Sachs Put 20 ABBN 20.09.2024
/ DE000GQ7NHF5
Goldman Sachs Put 20 ABBN 20.09.2.../ DE000GQ7NHF5 /
| 2024-05-02 10:49:18 AM |
Chg.0.000 |
Bid2:33:11 PM |
Ask2:33:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.050EUR |
0.00% |
0.050
Bid Size: 10,000 |
0.200
Ask Size: 10,000 |
ABB LTD N |
20.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
GQ7NHF |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-130.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.21 |
| Parity: |
-25.24 |
| Time value: |
0.35 |
| Break-even: |
20.03 |
| Moneyness: |
0.45 |
| Premium: |
0.56 |
| Premium p.a.: |
2.17 |
| Spread abs.: |
0.30 |
| Spread %: |
616.33% |
| Delta: |
-0.03 |
| Theta: |
-0.01 |
| Omega: |
-4.11 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.050 |
| High: |
0.050 |
| Low: |
0.050 |
| Previous Close: |
0.050 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-44.44% |
| 3 Months |
|
|
-58.33% |
| YTD |
|
|
-66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.050 |
0.050 |
| 1M High / 1M Low: |
0.100 |
0.050 |
| 6M High / 6M Low: |
0.230 |
0.050 |
| High (YTD): |
2024-01-19 |
0.160 |
| Low (YTD): |
2024-04-30 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.077 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.122 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.88% |
| Volatility 6M: |
|
110.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
