Goldman Sachs Put 79.57 HNR1 21.06.2024
/ DE000GZ05MG0
Goldman Sachs Put 79.57 HNR1 21.0.../ DE000GZ05MG0 /
2024-05-06 12:06:12 PM |
Chg.0.000 |
Bid2024-05-06 |
Ask2024-05-06 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
0.001 Bid Size: 10,000 |
0.300 Ask Size: 3,000 |
HANNOVER RUECK SE NA... |
79.57 - |
2024-06-21 |
Put |
Master data
WKN: |
GZ05MG |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
HANNOVER RUECK SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
79.57 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-09-20 |
Last trading day: |
2024-06-20 |
Ratio: |
9.95:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-76.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
2.05 |
Historic volatility: |
0.18 |
Parity: |
-15.06 |
Time value: |
0.30 |
Break-even: |
76.57 |
Moneyness: |
0.35 |
Premium: |
0.67 |
Premium p.a.: |
56.46 |
Spread abs.: |
0.30 |
Spread %: |
30,000.00% |
Delta: |
-0.03 |
Theta: |
-0.14 |
Omega: |
-2.60 |
Rho: |
-0.01 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-66.67% |
3 Months |
|
|
-95.00% |
YTD |
|
|
-96.97% |
1 Year |
|
|
-99.23% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.001 |
0.001 |
1M High / 1M Low: |
0.010 |
0.001 |
6M High / 6M Low: |
0.046 |
0.001 |
High (YTD): |
2024-01-05 |
0.030 |
Low (YTD): |
2024-05-03 |
0.001 |
52W High: |
2023-05-17 |
0.140 |
52W Low: |
2024-05-03 |
0.001 |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.003 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.019 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.049 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
687.12% |
Volatility 6M: |
|
389.06% |
Volatility 1Y: |
|
285.62% |
Volatility 3Y: |
|
- |