Goldman Sachs Put 120 ILMN 20.12.2024
/ DE000GJ13TS8
Goldman Sachs Put 120 ILMN 20.12..../ DE000GJ13TS8 /
10/4/2024 10:54:48 AM |
Chg.+0.040 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
+8.70% |
- Bid Size: - |
- Ask Size: - |
Illumina Inc |
120.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
GJ13TS |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Illumina Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
7/22/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-30.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.39 |
Parity: |
-1.95 |
Time value: |
0.42 |
Break-even: |
105.14 |
Moneyness: |
0.85 |
Premium: |
0.18 |
Premium p.a.: |
1.25 |
Spread abs.: |
0.03 |
Spread %: |
7.69% |
Delta: |
-0.21 |
Theta: |
-0.06 |
Omega: |
-6.35 |
Rho: |
-0.06 |
Quote data
Open: |
0.500 |
High: |
0.500 |
Low: |
0.500 |
Previous Close: |
0.460 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.88% |
1 Month |
|
|
-37.50% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.460 |
1M High / 1M Low: |
1.010 |
0.460 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.526 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.685 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |