Goldman Sachs Put 1.09 EUR/USD 16.08.2024
/ DE000GG1AD37
Goldman Sachs Put 1.09 EUR/USD 16.../ DE000GG1AD37 /
| 7/9/2024 5:21:51 PM |
Chg.+0.090 |
Bid5:56:22 PM |
Ask5:56:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
+9.28% |
1.040
Bid Size: 200,000 |
1.050
Ask Size: 200,000 |
- |
1.09 USD |
8/16/2024 |
Put |
Master data
| WKN: |
GG1AD3 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.09 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
12/20/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-101.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.06 |
| Parity: |
0.66 |
| Time value: |
0.32 |
| Break-even: |
1.00 |
| Moneyness: |
1.01 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
-0.55 |
| Theta: |
0.00 |
| Omega: |
-55.82 |
| Rho: |
0.00 |
Quote data
| Open: |
0.950 |
| High: |
1.060 |
| Low: |
0.950 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.17% |
| 1 Month |
|
|
-16.54% |
| 3 Months |
|
|
-21.48% |
| YTD |
|
|
-12.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
0.930 |
| 1M High / 1M Low: |
2.120 |
0.930 |
| 6M High / 6M Low: |
2.750 |
0.850 |
| High (YTD): |
4/16/2024 |
2.750 |
| Low (YTD): |
6/6/2024 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.640 |
| Avg. volume 1M: |
|
904.762 |
| Avg. price 6M: |
|
1.626 |
| Avg. volume 6M: |
|
275.591 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.04% |
| Volatility 6M: |
|
208.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
