Goldman Sachs Put 22 DTE 20.12.2024
/ DE000GZ77PM0
Goldman Sachs Put 22 DTE 20.12.20.../ DE000GZ77PM0 /
2024-05-15 9:14:27 AM |
Chg.+0.010 |
Bid5:18:49 PM |
Ask5:18:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
+1.19% |
0.820 Bid Size: 20,000 |
0.850 Ask Size: 20,000 |
DT.TELEKOM AG NA |
22.00 - |
2024-12-20 |
Put |
Master data
WKN: |
GZ77PM |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
DT.TELEKOM AG NA |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
22.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-01-17 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-21.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.87 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.17 |
Parity: |
-0.01 |
Time value: |
1.01 |
Break-even: |
20.99 |
Moneyness: |
1.00 |
Premium: |
0.05 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.20 |
Spread %: |
24.69% |
Delta: |
-0.41 |
Theta: |
0.00 |
Omega: |
-8.88 |
Rho: |
-0.06 |
Quote data
Open: |
0.850 |
High: |
0.850 |
Low: |
0.850 |
Previous Close: |
0.840 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.84% |
1 Month |
|
|
-38.41% |
3 Months |
|
|
-38.41% |
YTD |
|
|
-47.21% |
1 Year |
|
|
-54.30% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.020 |
0.840 |
1M High / 1M Low: |
1.620 |
0.840 |
6M High / 6M Low: |
1.770 |
0.840 |
High (YTD): |
2024-04-17 |
1.620 |
Low (YTD): |
2024-05-14 |
0.840 |
52W High: |
2023-08-08 |
3.860 |
52W Low: |
2024-05-14 |
0.840 |
Avg. price 1W: |
|
0.936 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.145 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.304 |
Avg. volume 6M: |
|
3.226 |
Avg. price 1Y: |
|
2.045 |
Avg. volume 1Y: |
|
1.563 |
Volatility 1M: |
|
130.39% |
Volatility 6M: |
|
104.48% |
Volatility 1Y: |
|
100.76% |
Volatility 3Y: |
|
- |