Goldman Sachs Put 340 SRT3 21.06.2024
/ DE000GG2SDW1
Goldman Sachs Put 340 SRT3 21.06..../ DE000GG2SDW1 /
2024-06-07 5:09:04 PM |
Chg.+0.53 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.66EUR |
+5.81% |
- Bid Size: - |
- Ask Size: - |
SARTORIUS AG VZO O.N... |
340.00 EUR |
2024-06-21 |
Put |
Master data
WKN: |
GG2SDW |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SARTORIUS AG VZO O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
340.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2024-01-22 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.01 |
Intrinsic value: |
9.01 |
Implied volatility: |
1.82 |
Historic volatility: |
0.46 |
Parity: |
9.01 |
Time value: |
1.07 |
Break-even: |
239.20 |
Moneyness: |
1.36 |
Premium: |
0.04 |
Premium p.a.: |
1.98 |
Spread abs.: |
0.70 |
Spread %: |
7.46% |
Delta: |
-0.75 |
Theta: |
-0.98 |
Omega: |
-1.86 |
Rho: |
-0.11 |
Quote data
Open: |
8.93 |
High: |
9.66 |
Low: |
8.93 |
Previous Close: |
9.13 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.13% |
1 Month |
|
|
+50.70% |
3 Months |
|
|
+411.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.42 |
9.13 |
1M High / 1M Low: |
10.42 |
4.95 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.77 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.95 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
144.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |