Goldman Sachs Put 55 FIE 21.06.2024
/ DE000GP4B1G9
Goldman Sachs Put 55 FIE 21.06.20.../ DE000GP4B1G9 /
| 2024-04-26 6:14:42 PM |
Chg.-0.08 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
-6.30% |
-
Bid Size: - |
-
Ask Size: - |
FIELMANN GROUP AG O.... |
55.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
GP4B1G |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
FIELMANN GROUP AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.22 |
| Parity: |
1.19 |
| Time value: |
0.12 |
| Break-even: |
41.90 |
| Moneyness: |
1.28 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.05 |
| Spread %: |
3.97% |
| Delta: |
-0.76 |
| Theta: |
-0.03 |
| Omega: |
-2.50 |
| Rho: |
-0.07 |
Quote data
| Open: |
1.24 |
| High: |
1.24 |
| Low: |
1.19 |
| Previous Close: |
1.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.85% |
| 1 Month |
|
|
-4.03% |
| 3 Months |
|
|
+56.58% |
| YTD |
|
|
+67.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
1.19 |
| 1M High / 1M Low: |
1.34 |
1.19 |
| 6M High / 6M Low: |
1.50 |
0.68 |
| High (YTD): |
2024-03-08 |
1.38 |
| Low (YTD): |
2024-01-30 |
0.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.76% |
| Volatility 6M: |
|
86.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
