Goldman Sachs Put 8 BOY 20.12.2024
/ DE000GZ8XM08
Goldman Sachs Put 8 BOY 20.12.202.../ DE000GZ8XM08 /
2024-05-31 9:03:43 AM |
Chg.- |
Bid10:47:05 AM |
Ask10:47:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
- |
0.200 Bid Size: 30,000 |
0.210 Ask Size: 30,000 |
BCO BIL.VIZ.ARG.NOM.... |
8.00 - |
2024-12-20 |
Put |
Master data
WKN: |
GZ8XM0 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
8.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-21 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-39.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.24 |
Parity: |
-1.94 |
Time value: |
0.25 |
Break-even: |
7.75 |
Moneyness: |
0.80 |
Premium: |
0.22 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.05 |
Spread %: |
24.75% |
Delta: |
-0.16 |
Theta: |
0.00 |
Omega: |
-6.17 |
Rho: |
-0.01 |
Quote data
Open: |
0.210 |
High: |
0.210 |
Low: |
0.210 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.55% |
1 Month |
|
|
-32.26% |
3 Months |
|
|
-52.27% |
YTD |
|
|
-76.40% |
1 Year |
|
|
-89.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.210 |
1M High / 1M Low: |
0.310 |
0.210 |
6M High / 6M Low: |
0.910 |
0.190 |
High (YTD): |
2024-01-19 |
0.910 |
Low (YTD): |
2024-04-29 |
0.190 |
52W High: |
2023-06-05 |
2.020 |
52W Low: |
2024-04-29 |
0.190 |
Avg. price 1W: |
|
0.218 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.240 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.486 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.968 |
Avg. volume 1Y: |
|
1.063 |
Volatility 1M: |
|
149.04% |
Volatility 6M: |
|
125.68% |
Volatility 1Y: |
|
98.24% |
Volatility 3Y: |
|
- |