Goldman Sachs Put 110 CFR 20.12.2024
/ DE000GJ1W4R1
Goldman Sachs Put 110 CFR 20.12.2.../ DE000GJ1W4R1 /
| 11/12/2024 6:04:04 PM |
Chg.+0.090 |
Bid6:44:29 PM |
Ask6:44:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+81.82% |
0.200
Bid Size: 10,000 |
0.250
Ask Size: 10,000 |
RICHEMONT N |
110.00 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
GJ1W4R |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
8/7/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-70.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
-1.12 |
| Time value: |
0.18 |
| Break-even: |
115.39 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
1.53 |
| Spread abs.: |
0.05 |
| Spread %: |
37.88% |
| Delta: |
-0.20 |
| Theta: |
-0.05 |
| Omega: |
-14.06 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.100 |
| 1M High / 1M Low: |
0.170 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.115 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
