Goldman Sachs Put 60 NEE 21.06.2024
/ DE000GP0EBA4
Goldman Sachs Put 60 NEE 21.06.20.../ DE000GP0EBA4 /
| 2024-05-15 10:26:36 AM |
Chg.+0.001 |
Bid8:17:49 PM |
Ask8:17:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.011EUR |
+10.00% |
0.010
Bid Size: 100,000 |
0.015
Ask Size: 100,000 |
NextEra Energy Inc |
60.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
GP0EBA |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-03-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-332.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
-0.97 |
| Time value: |
0.02 |
| Break-even: |
59.79 |
| Moneyness: |
0.86 |
| Premium: |
0.14 |
| Premium p.a.: |
2.73 |
| Spread abs.: |
0.01 |
| Spread %: |
90.91% |
| Delta: |
-0.06 |
| Theta: |
-0.01 |
| Omega: |
-21.08 |
| Rho: |
0.00 |
Quote data
| Open: |
0.011 |
| High: |
0.011 |
| Low: |
0.011 |
| Previous Close: |
0.010 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.43% |
| 1 Month |
|
|
-92.67% |
| 3 Months |
|
|
-97.96% |
| YTD |
|
|
-97.11% |
| 1 Year |
|
|
-94.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.014 |
0.010 |
| 1M High / 1M Low: |
0.200 |
0.010 |
| 6M High / 6M Low: |
0.610 |
0.010 |
| High (YTD): |
2024-02-14 |
0.600 |
| Low (YTD): |
2024-05-14 |
0.010 |
| 52W High: |
2023-10-09 |
1.160 |
| 52W Low: |
2024-05-14 |
0.010 |
| Avg. price 1W: |
|
0.013 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.353 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.359 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
258.63% |
| Volatility 6M: |
|
198.18% |
| Volatility 1Y: |
|
190.95% |
| Volatility 3Y: |
|
- |
