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: |
-2.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.60 |
| Intrinsic value: |
9.60 |
| Implied volatility: |
1.62 |
| Historic volatility: |
0.46 |
| Parity: |
9.60 |
| Time value: |
0.58 |
| Break-even: |
238.20 |
| Moneyness: |
1.39 |
| Premium: |
0.02 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
1.16 |
| Spread %: |
12.86% |
| Delta: |
-0.82 |
| Theta: |
-0.72 |
| Omega: |
-1.97 |
| 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: |
|
- |
