Goldman Sachs Put 7.5 UAA 20.09.2024
/ DE000GG79LK9
Goldman Sachs Put 7.5 UAA 20.09.2.../ DE000GG79LK9 /
| 2024-06-03 9:59:43 AM |
Chg.-0.015 |
Bid8:10:11 PM |
Ask8:10:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.067EUR |
-18.29% |
-
Bid Size: - |
-
Ask Size: - |
Under Armour Inc |
7.50 USD |
2024-09-20 |
Put |
Master data
| WKN: |
GG79LK |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Under Armour Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7.50 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-03 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.35 |
| Parity: |
0.03 |
| Time value: |
0.04 |
| Break-even: |
6.22 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.00 |
| Spread %: |
1.47% |
| Delta: |
-0.51 |
| Theta: |
0.00 |
| Omega: |
-4.94 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.067 |
| High: |
0.067 |
| Low: |
0.067 |
| Previous Close: |
0.082 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.00% |
| 1 Month |
|
|
-33.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.077 |
| 1M High / 1M Low: |
0.110 |
0.077 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
