Goldman Sachs Put 120 SREN 20.12.2024
/ DE000GG5LGQ4
Goldman Sachs Put 120 SREN 20.12..../ DE000GG5LGQ4 /
| 30/07/2024 10:45:25 |
Chg.0.00 |
Bid20:05:14 |
Ask20:05:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
0.00% |
1.29
Bid Size: 10,000 |
-
Ask Size: - |
SWISS RE N |
120.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
GG5LGQ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWISS RE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
22/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.22 |
| Parity: |
1.35 |
| Time value: |
0.05 |
| Break-even: |
111.14 |
| Moneyness: |
1.12 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.05 |
| Spread %: |
3.70% |
| Delta: |
-0.74 |
| Theta: |
-0.01 |
| Omega: |
-5.93 |
| Rho: |
-0.38 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.63% |
| 1 Month |
|
|
+18.58% |
| 3 Months |
|
|
-35.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.34 |
| 1M High / 1M Low: |
1.57 |
1.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
