Goldman Sachs Put 45 IFX 20.12.2024
/ DE000GP93AS7
Goldman Sachs Put 45 IFX 20.12.20.../ DE000GP93AS7 /
2024-04-29 9:53:08 AM |
Chg.-0.06 |
Bid5:38:27 PM |
Ask5:38:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
12.16EUR |
-0.49% |
12.36 Bid Size: 2,000 |
12.51 Ask Size: 2,000 |
INFINEON TECH.AG NA ... |
45.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
GP93AS |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
INFINEON TECH.AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-19 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.97 |
Intrinsic value: |
11.97 |
Implied volatility: |
0.47 |
Historic volatility: |
0.34 |
Parity: |
11.97 |
Time value: |
0.78 |
Break-even: |
32.25 |
Moneyness: |
1.36 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.20 |
Spread %: |
1.59% |
Delta: |
-0.71 |
Theta: |
-0.01 |
Omega: |
-1.84 |
Rho: |
-0.23 |
Quote data
Open: |
12.16 |
High: |
12.16 |
Low: |
12.16 |
Previous Close: |
12.22 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.84% |
1 Month |
|
|
-10.32% |
3 Months |
|
|
+1.00% |
YTD |
|
|
+33.92% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
15.12 |
12.22 |
1M High / 1M Low: |
15.12 |
11.20 |
6M High / 6M Low: |
17.61 |
8.44 |
High (YTD): |
2024-04-23 |
15.12 |
Low (YTD): |
2024-01-02 |
9.71 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
13.93 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
13.34 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
12.17 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.57% |
Volatility 6M: |
|
77.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |