Goldman Sachs Put 4.5 NOA3 20.06.2024
/ DE000GP5XFF3
Goldman Sachs Put 4.5 NOA3 20.06..../ DE000GP5XFF3 /
| 21/05/2024 10:51:35 |
Chg.+0.060 |
Bid12:49:51 |
Ask12:49:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+6.52% |
0.980
Bid Size: 50,000 |
1.030
Ask Size: 50,000 |
NOKIA OYJ EO-,06 |
4.50 - |
20/06/2024 |
Put |
Master data
| WKN: |
GP5XFF |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NOKIA OYJ EO-,06 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.50 - |
| Maturity: |
20/06/2024 |
| Issue date: |
19/06/2023 |
| Last trading day: |
19/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.27 |
| Parity: |
0.96 |
| Time value: |
0.07 |
| Break-even: |
3.47 |
| Moneyness: |
1.27 |
| Premium: |
0.02 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.12 |
| Spread %: |
13.19% |
| Delta: |
-0.80 |
| Theta: |
0.00 |
| Omega: |
-2.76 |
| Rho: |
0.00 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.980 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.03% |
| 1 Month |
|
|
-22.83% |
| 3 Months |
|
|
-24.62% |
| YTD |
|
|
-32.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.900 |
| 1M High / 1M Low: |
1.130 |
0.900 |
| 6M High / 6M Low: |
1.700 |
0.900 |
| High (YTD): |
18/04/2024 |
1.480 |
| Low (YTD): |
15/05/2024 |
0.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.271 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.93% |
| Volatility 6M: |
|
78.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
