Goldman Sachs Put 12.5 SZU 20.09.2024
/ DE000GJ3K9U6
Goldman Sachs Put 12.5 SZU 20.09..../ DE000GJ3K9U6 /
13/09/2024 15:29:19 |
Chg.+0.010 |
Bid17:37:01 |
Ask17:37:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
+2.22% |
0.400 Bid Size: 10,000 |
0.900 Ask Size: 1,000 |
SUEDZUCKER AG O.N. |
12.50 EUR |
20/09/2024 |
Put |
Master data
WKN: |
GJ3K9U |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SUEDZUCKER AG O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
12.50 EUR |
Maturity: |
20/09/2024 |
Issue date: |
10/09/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-12.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.40 |
Implied volatility: |
1.06 |
Historic volatility: |
0.21 |
Parity: |
0.40 |
Time value: |
0.53 |
Break-even: |
11.57 |
Moneyness: |
1.03 |
Premium: |
0.04 |
Premium p.a.: |
8.47 |
Spread abs.: |
0.56 |
Spread %: |
147.48% |
Delta: |
-0.56 |
Theta: |
-0.05 |
Omega: |
-7.22 |
Rho: |
0.00 |
Quote data
Open: |
0.430 |
High: |
0.460 |
Low: |
0.430 |
Previous Close: |
0.450 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
- |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |