Goldman Sachs Put 120 SREN 20.12.2024
/ DE000GG5LGQ4
Goldman Sachs Put 120 SREN 20.12..../ DE000GG5LGQ4 /
| 11/11/2024 10:25:00 |
Chg.-0.220 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-50.00% |
-
Bid Size: - |
-
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: |
-25.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
0.18 |
| Time value: |
0.31 |
| Break-even: |
122.98 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.07 |
| Spread %: |
16.19% |
| Delta: |
-0.54 |
| Theta: |
-0.05 |
| Omega: |
-13.87 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-76.34% |
| 1 Month |
|
|
-65.08% |
| 3 Months |
|
|
-86.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.220 |
| 1M High / 1M Low: |
1.090 |
0.220 |
| 6M High / 6M Low: |
2.170 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.765 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.063 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.40% |
| Volatility 6M: |
|
200.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
