Goldman Sachs Put 80 ALV 21.06.2024
/ DE000GQ8ZKV8
Goldman Sachs Put 80 ALV 21.06.20.../ DE000GQ8ZKV8 /
2024-05-21 9:57:27 AM |
Chg.-0.001 |
Bid6:47:37 PM |
Ask6:47:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
-50.00% |
0.002 Bid Size: 10,000 |
0.052 Ask Size: 10,000 |
Autoliv Inc |
80.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
GQ8ZKV |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Autoliv Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-11-16 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-114.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.09 |
Historic volatility: |
0.24 |
Parity: |
-4.17 |
Time value: |
0.10 |
Break-even: |
72.65 |
Moneyness: |
0.64 |
Premium: |
0.37 |
Premium p.a.: |
39.78 |
Spread abs.: |
0.10 |
Spread %: |
10,000.00% |
Delta: |
-0.06 |
Theta: |
-0.07 |
Omega: |
-6.50 |
Rho: |
-0.01 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.002 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-75.00% |
1 Month |
|
|
-96.67% |
3 Months |
|
|
-98.89% |
YTD |
|
|
-98.89% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.010 |
0.002 |
1M High / 1M Low: |
0.030 |
0.002 |
6M High / 6M Low: |
0.220 |
0.002 |
High (YTD): |
2024-01-25 |
0.220 |
Low (YTD): |
2024-05-20 |
0.002 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.004 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.011 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.085 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,137.63% |
Volatility 6M: |
|
529.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |