Goldman Sachs Put 22 DTE 20.09.2024
/ DE000GQ56JC7
Goldman Sachs Put 22 DTE 20.09.20.../ DE000GQ56JC7 /
| 2024-05-28 1:54:25 PM |
Chg.+0.060 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+8.45% |
-
Bid Size: - |
-
Ask Size: - |
DT.TELEKOM AG NA |
22.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
GQ56JC |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-25.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.16 |
| Parity: |
0.24 |
| Time value: |
0.63 |
| Break-even: |
21.13 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.20 |
| Spread %: |
29.85% |
| Delta: |
-0.48 |
| Theta: |
0.00 |
| Omega: |
-11.90 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.33% |
| 1 Month |
|
|
-8.33% |
| 3 Months |
|
|
-37.90% |
| YTD |
|
|
-47.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.600 |
| 1M High / 1M Low: |
0.920 |
0.570 |
| 6M High / 6M Low: |
1.560 |
0.570 |
| High (YTD): |
2024-03-14 |
1.470 |
| Low (YTD): |
2024-05-21 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.742 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.069 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.22% |
| Volatility 6M: |
|
142.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
