Goldman Sachs Put 11 BOY 20.12.2024
/ DE000GG6XMR3
Goldman Sachs Put 11 BOY 20.12.20.../ DE000GG6XMR3 /
| 08/11/2024 18:29:08 |
Chg.-0.17 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.84EUR |
-8.46% |
-
Bid Size: - |
-
Ask Size: - |
BCO BIL.VIZ.ARG.NOM.... |
11.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
GG6XMR |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
22/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.27 |
| Parity: |
1.90 |
| Time value: |
0.11 |
| Break-even: |
8.99 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.20 |
| Spread %: |
11.05% |
| Delta: |
-0.82 |
| Theta: |
0.00 |
| Omega: |
-3.72 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.84 |
| High: |
1.84 |
| Low: |
1.84 |
| Previous Close: |
2.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.08% |
| 1 Month |
|
|
+2.22% |
| 3 Months |
|
|
-15.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.01 |
1.39 |
| 1M High / 1M Low: |
2.01 |
1.39 |
| 6M High / 6M Low: |
2.46 |
1.17 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.52% |
| Volatility 6M: |
|
139.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
