Goldman Sachs Put 80 BALN 20.12.2024
/ DE000GP7RYX5
Goldman Sachs Put 80 BALN 20.12.2.../ DE000GP7RYX5 /
2024-05-31 9:46:35 AM |
Chg.+0.002 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.031EUR |
+6.90% |
- Bid Size: - |
- Ask Size: - |
BALOISE N |
80.00 CHF |
2024-12-20 |
Put |
Master data
WKN: |
GP7RYX |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
BALOISE N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-12 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-84.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.64 |
Historic volatility: |
0.18 |
Parity: |
-7.61 |
Time value: |
0.19 |
Break-even: |
79.85 |
Moneyness: |
0.52 |
Premium: |
0.49 |
Premium p.a.: |
1.07 |
Spread abs.: |
0.15 |
Spread %: |
405.41% |
Delta: |
-0.05 |
Theta: |
-0.02 |
Omega: |
-4.13 |
Rho: |
-0.05 |
Quote data
Open: |
0.031 |
High: |
0.031 |
Low: |
0.031 |
Previous Close: |
0.029 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+40.91% |
1 Month |
|
|
-51.56% |
3 Months |
|
|
-40.38% |
YTD |
|
|
-71.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.031 |
0.020 |
1M High / 1M Low: |
0.061 |
0.020 |
6M High / 6M Low: |
0.120 |
0.020 |
High (YTD): |
2024-02-05 |
0.110 |
Low (YTD): |
2024-05-28 |
0.020 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.026 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.036 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.066 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
389.68% |
Volatility 6M: |
|
270.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |