Goldman Sachs Put 120 DVA 17.01.2025
/ DE000GG9BL04
Goldman Sachs Put 120 DVA 17.01.2.../ DE000GG9BL04 /
05/09/2024 10:49:43 |
Chg.-0.010 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
-4.55% |
- Bid Size: - |
- Ask Size: - |
DaVita Inc |
120.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
GG9BL0 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
DaVita Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
10/06/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-33.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.30 |
Parity: |
-2.83 |
Time value: |
0.41 |
Break-even: |
104.16 |
Moneyness: |
0.79 |
Premium: |
0.24 |
Premium p.a.: |
0.79 |
Spread abs.: |
0.20 |
Spread %: |
93.46% |
Delta: |
-0.17 |
Theta: |
-0.04 |
Omega: |
-5.47 |
Rho: |
-0.10 |
Quote data
Open: |
0.210 |
High: |
0.210 |
Low: |
0.210 |
Previous Close: |
0.220 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.53% |
1 Month |
|
|
-65.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.190 |
1M High / 1M Low: |
0.690 |
0.190 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.202 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.313 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |