Goldman Sachs Put 100 CFR 15.11.2024
/ DE000GJ2R1R3
Goldman Sachs Put 100 CFR 15.11.2.../ DE000GJ2R1R3 /
| 06/09/2024 10:42:11 |
Chg.+0.020 |
Bid17:34:38 |
Ask17:34:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+15.38% |
0.170
Bid Size: 10,000 |
0.220
Ask Size: 10,000 |
RICHEMONT N |
100.00 CHF |
15/11/2024 |
Put |
Master data
| WKN: |
GJ2R1R |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 CHF |
| Maturity: |
15/11/2024 |
| Issue date: |
23/08/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-68.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.29 |
| Parity: |
-2.34 |
| Time value: |
0.19 |
| Break-even: |
104.69 |
| Moneyness: |
0.82 |
| Premium: |
0.19 |
| Premium p.a.: |
1.53 |
| Spread abs.: |
0.05 |
| Spread %: |
35.97% |
| Delta: |
-0.13 |
| Theta: |
-0.04 |
| Omega: |
-9.03 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+114.29% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.068 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
