Goldman Sachs Put 20 SNAP 17.05.2024
/ DE000GG2KVA6
Goldman Sachs Put 20 SNAP 17.05.2.../ DE000GG2KVA6 /
| 2024-05-06 10:46:48 AM |
Chg.-0.01 |
Bid4:14:47 PM |
Ask4:14:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.45EUR |
-0.29% |
3.53
Bid Size: 30,000 |
3.55
Ask Size: 30,000 |
Snap Inc |
20.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
GG2KVA |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Snap Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-01-17 |
| Last trading day: |
2024-05-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.49 |
| Intrinsic value: |
3.49 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.58 |
| Parity: |
3.49 |
| Time value: |
0.05 |
| Break-even: |
15.05 |
| Moneyness: |
1.23 |
| Premium: |
0.00 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
0.85% |
| Delta: |
-0.92 |
| Theta: |
-0.01 |
| Omega: |
-3.91 |
| Rho: |
-0.01 |
Quote data
| Open: |
3.45 |
| High: |
3.45 |
| Low: |
3.45 |
| Previous Close: |
3.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.82% |
| 1 Month |
|
|
-58.33% |
| 3 Months |
|
|
-17.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.22 |
3.46 |
| 1M High / 1M Low: |
9.13 |
3.46 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
