Goldman Sachs Put 100 P911 20.12.2024
/ DE000GG58S56
Goldman Sachs Put 100 P911 20.12..../ DE000GG58S56 /
05/09/2024 10:02:51 |
Chg.+0.04 |
Bid05/09/2024 |
Ask05/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
3.36EUR |
+1.20% |
3.36 Bid Size: 10,000 |
3.39 Ask Size: 3,000 |
PORSCHE AG VZ |
100.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
GG58S5 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
PORSCHE AG VZ |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
15/03/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.33 |
Intrinsic value: |
3.33 |
Implied volatility: |
- |
Historic volatility: |
0.27 |
Parity: |
3.33 |
Time value: |
-0.04 |
Break-even: |
67.10 |
Moneyness: |
1.50 |
Premium: |
-0.01 |
Premium p.a.: |
-0.02 |
Spread abs.: |
0.05 |
Spread %: |
1.54% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
3.36 |
High: |
3.36 |
Low: |
3.36 |
Previous Close: |
3.32 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.26% |
1 Month |
|
|
+0.30% |
3 Months |
|
|
+26.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.32 |
2.96 |
1M High / 1M Low: |
3.47 |
2.95 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.06 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.17 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
45.73% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |