Goldman Sachs Put 35 CRIN 21.06.2024
/ DE000GG5ZUF8
Goldman Sachs Put 35 CRIN 21.06.2.../ DE000GG5ZUF8 /
| 2024-06-03 10:46:02 AM |
Chg.-0.080 |
Bid11:25:49 AM |
Ask11:25:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-24.24% |
0.240
Bid Size: 10,000 |
0.290
Ask Size: 10,000 |
UNICREDIT |
35.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
GG5ZUF |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-42.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.25 |
| Parity: |
-1.39 |
| Time value: |
0.87 |
| Break-even: |
34.13 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
2.38 |
| Spread abs.: |
0.50 |
| Spread %: |
136.61% |
| Delta: |
-0.33 |
| Theta: |
-0.04 |
| Omega: |
-13.82 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.55% |
| 1 Month |
|
|
-85.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.330 |
| 1M High / 1M Low: |
1.890 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.802 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
