Goldman Sachs Put 1.32 GBP/USD 13.09.2024
/ DE000GG0DED5
Goldman Sachs Put 1.32 GBP/USD 13.../ DE000GG0DED5 /
| 2024-07-08 9:45:24 AM |
Chg.+0.07 |
Bid9:54:51 AM |
Ask9:54:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.76EUR |
+1.90% |
3.72
Bid Size: 30,000 |
3.75
Ask Size: 30,000 |
- |
1.32 USD |
2024-09-13 |
Put |
Master data
| WKN: |
GG0DED |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.32 USD |
| Maturity: |
2024-09-13 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-09-12 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-31.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.07 |
| Intrinsic value: |
3.55 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.06 |
| Parity: |
3.55 |
| Time value: |
0.15 |
| Break-even: |
1.18 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.03 |
| Spread %: |
0.82% |
| Delta: |
-0.70 |
| Theta: |
0.00 |
| Omega: |
-22.30 |
| Rho: |
0.00 |
Quote data
| Open: |
3.80 |
| High: |
3.80 |
| Low: |
3.76 |
| Previous Close: |
3.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.41% |
| 1 Month |
|
|
-18.26% |
| 3 Months |
|
|
-28.24% |
| YTD |
|
|
-30.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.18 |
3.69 |
| 1M High / 1M Low: |
5.44 |
3.69 |
| 6M High / 6M Low: |
7.83 |
3.69 |
| High (YTD): |
2024-04-22 |
7.83 |
| Low (YTD): |
2024-07-05 |
3.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.10% |
| Volatility 6M: |
|
103.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
