Goldman Sachs Put 1140 PLD 02.10.2024
/ DE000GQ66PU5
Goldman Sachs Put 1140 PLD 02.10..../ DE000GQ66PU5 /
04/09/2024 08:22:36 |
Chg.+0.08 |
Bid11:01:38 |
Ask11:01:38 |
Underlying |
Strike price |
Expiration date |
Option type |
1.83EUR |
+4.57% |
1.85 Bid Size: 50,000 |
1.87 Ask Size: 50,000 |
PALLADIUM (Fixing) |
1,140.00 USD |
02/10/2024 |
Put |
Master data
WKN: |
GQ66PU |
Issuer: |
Goldman Sachs & Co |
Currency: |
EUR |
Underlying: |
PALLADIUM (Fixing) |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1,140.00 USD |
Maturity: |
02/10/2024 |
Issue date: |
28/02/2024 |
Last trading day: |
01/10/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-4.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.72 |
Intrinsic value: |
1.74 |
Implied volatility: |
0.49 |
Historic volatility: |
0.33 |
Parity: |
1.74 |
Time value: |
0.02 |
Break-even: |
855.81 |
Moneyness: |
1.20 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
1.15% |
Delta: |
-0.90 |
Theta: |
-0.27 |
Omega: |
-4.39 |
Rho: |
-0.73 |
Quote data
Open: |
1.83 |
High: |
1.83 |
Low: |
1.83 |
Previous Close: |
1.75 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.17% |
1 Month |
|
|
-20.09% |
3 Months |
|
|
-14.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.75 |
1.49 |
1M High / 1M Low: |
2.70 |
1.49 |
6M High / 6M Low: |
2.70 |
1.34 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.62 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.88 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.84 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
147.94% |
Volatility 6M: |
|
125.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |