Goldman Sachs Put 950 ASME 17.05.2024
/ DE000GG5S2Z6
Goldman Sachs Put 950 ASME 17.05..../ DE000GG5S2Z6 /
2024-05-02 1:54:24 PM |
Chg.+2.90 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
13.04EUR |
+28.60% |
- Bid Size: - |
- Ask Size: - |
ASML HOLDING EO -... |
950.00 EUR |
2024-05-17 |
Put |
Master data
WKN: |
GG5S2Z |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
950.00 EUR |
Maturity: |
2024-05-17 |
Issue date: |
2024-03-26 |
Last trading day: |
2024-05-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.73 |
Intrinsic value: |
11.73 |
Implied volatility: |
1.07 |
Historic volatility: |
0.30 |
Parity: |
11.73 |
Time value: |
3.10 |
Break-even: |
801.70 |
Moneyness: |
1.14 |
Premium: |
0.04 |
Premium p.a.: |
1.43 |
Spread abs.: |
2.00 |
Spread %: |
15.59% |
Delta: |
-0.69 |
Theta: |
-2.06 |
Omega: |
-3.86 |
Rho: |
-0.30 |
Quote data
Open: |
13.04 |
High: |
13.04 |
Low: |
13.04 |
Previous Close: |
10.14 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.93% |
1 Month |
|
|
+105.35% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
12.31 |
9.37 |
1M High / 1M Low: |
13.29 |
5.42 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.49 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.61 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
220.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |