Goldman Sachs Put 300 FDX 21.06.2024
/ DE000GP7XN82
Goldman Sachs Put 300 FDX 21.06.2.../ DE000GP7XN82 /
| 2024-05-31 10:41:49 AM |
Chg.-0.47 |
Bid4:56:12 PM |
Ask4:56:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.73EUR |
-9.04% |
4.73
Bid Size: 20,000 |
4.78
Ask Size: 20,000 |
FedEx Corp |
300.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
GP7XN8 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.65 |
| Intrinsic value: |
4.65 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.22 |
| Parity: |
4.65 |
| Time value: |
0.13 |
| Break-even: |
229.17 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
1.06% |
| Delta: |
-0.88 |
| Theta: |
-0.13 |
| Omega: |
-4.24 |
| Rho: |
-0.14 |
Quote data
| Open: |
4.73 |
| High: |
4.73 |
| Low: |
4.73 |
| Previous Close: |
5.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.42% |
| 1 Month |
|
|
+47.35% |
| 3 Months |
|
|
-10.25% |
| YTD |
|
|
+12.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.20 |
4.75 |
| 1M High / 1M Low: |
5.20 |
3.07 |
| 6M High / 6M Low: |
5.99 |
1.54 |
| High (YTD): |
2024-02-16 |
5.99 |
| Low (YTD): |
2024-03-28 |
1.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.65% |
| Volatility 6M: |
|
188.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
