Goldman Sachs Put 80 BALN 20.09.2024
/ DE000GQ7QU07
Goldman Sachs Put 80 BALN 20.09.2.../ DE000GQ7QU07 /
2024-05-17 10:47:31 AM |
Chg.0.000 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.010EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
BALOISE N |
80.00 CHF |
2024-09-20 |
Put |
Master data
WKN: |
GQ7QU0 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
BALOISE N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 CHF |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-20 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-135.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.69 |
Historic volatility: |
0.18 |
Parity: |
-6.95 |
Time value: |
0.11 |
Break-even: |
79.86 |
Moneyness: |
0.54 |
Premium: |
0.47 |
Premium p.a.: |
2.08 |
Spread abs.: |
0.10 |
Spread %: |
909.09% |
Delta: |
-0.04 |
Theta: |
-0.02 |
Omega: |
-5.26 |
Rho: |
-0.02 |
Quote data
Open: |
0.010 |
High: |
0.010 |
Low: |
0.010 |
Previous Close: |
0.010 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-50.00% |
1 Month |
|
|
-66.67% |
3 Months |
|
|
-72.97% |
YTD |
|
|
-87.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.020 |
0.010 |
1M High / 1M Low: |
0.049 |
0.010 |
6M High / 6M Low: |
0.100 |
0.010 |
High (YTD): |
2024-01-03 |
0.100 |
Low (YTD): |
2024-05-17 |
0.010 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.013 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.026 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.049 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
523.59% |
Volatility 6M: |
|
259.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |