Goldman Sachs Put 120 6MK 20.09.2024
/ DE000GG1V1Y0
Goldman Sachs Put 120 6MK 20.09.2.../ DE000GG1V1Y0 /
| 9/3/2024 10:16:50 AM |
Chg.-0.050 |
Bid11:30:15 AM |
Ask11:30:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-15.15% |
0.280
Bid Size: 20,000 |
0.310
Ask Size: 20,000 |
MERCK CO. D... |
120.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
GG1V1Y |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
1/8/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-46.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
1.30 |
| Time value: |
-1.07 |
| Break-even: |
117.70 |
| Moneyness: |
1.12 |
| Premium: |
-0.10 |
| Premium p.a.: |
-0.90 |
| Spread abs.: |
0.01 |
| Spread %: |
4.55% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.71% |
| 1 Month |
|
|
-62.16% |
| 3 Months |
|
|
-3.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.330 |
| 1M High / 1M Low: |
0.910 |
0.330 |
| 6M High / 6M Low: |
0.910 |
0.090 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.573 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.320 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.70% |
| Volatility 6M: |
|
456.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
