Goldman Sachs Put 80 BOSS 21.06.2024
/ DE000GP6BTL6
Goldman Sachs Put 80 BOSS 21.06.2.../ DE000GP6BTL6 /
| 2024-05-31 5:12:42 PM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.16EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
HUGO BOSS AG NA O.N. |
80.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
GP6BTL |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
HUGO BOSS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.13 |
| Intrinsic value: |
3.13 |
| Implied volatility: |
1.81 |
| Historic volatility: |
0.31 |
| Parity: |
3.13 |
| Time value: |
0.14 |
| Break-even: |
47.30 |
| Moneyness: |
1.64 |
| Premium: |
0.03 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.07 |
| Spread %: |
2.19% |
| Delta: |
-0.83 |
| Theta: |
-0.12 |
| Omega: |
-1.24 |
| Rho: |
-0.04 |
Quote data
| Open: |
3.18 |
| High: |
3.18 |
| Low: |
3.12 |
| Previous Close: |
3.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.17% |
| 1 Month |
|
|
-5.95% |
| 3 Months |
|
|
+86.98% |
| YTD |
|
|
+127.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.35 |
3.16 |
| 1M High / 1M Low: |
3.39 |
2.98 |
| 6M High / 6M Low: |
3.47 |
1.18 |
| High (YTD): |
2024-05-02 |
3.47 |
| Low (YTD): |
2024-01-12 |
1.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
35.07% |
| Volatility 6M: |
|
110.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
