Goldman Sachs Put 110 ENPH 15.11.2024
/ DE000GJ21PN0
Goldman Sachs Put 110 ENPH 15.11..../ DE000GJ21PN0 /
| 11/6/2024 3:49:07 PM |
Chg.- |
Bid9:18:59 PM |
Ask9:18:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.55EUR |
- |
3.48
Bid Size: 10,000 |
3.58
Ask Size: 10,000 |
Enphase Energy Inc |
110.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
GJ21PN |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Enphase Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
8/14/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.28 |
| Intrinsic value: |
3.28 |
| Implied volatility: |
1.93 |
| Historic volatility: |
0.59 |
| Parity: |
3.28 |
| Time value: |
0.09 |
| Break-even: |
68.80 |
| Moneyness: |
1.47 |
| Premium: |
0.01 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.10 |
| Spread %: |
3.06% |
| Delta: |
-0.89 |
| Theta: |
-0.23 |
| Omega: |
-1.83 |
| Rho: |
-0.02 |
Quote data
| Open: |
3.55 |
| High: |
3.55 |
| Low: |
3.55 |
| Previous Close: |
2.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.32% |
| 1 Month |
|
|
+190.98% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.55 |
2.10 |
| 1M High / 1M Low: |
3.55 |
1.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
317.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
