Goldman Sachs Put 120 UHR 20.12.2024
/ DE000GQ79BN3
Goldman Sachs Put 120 UHR 20.12.2.../ DE000GQ79BN3 /
| 7/9/2024 10:58:52 AM |
Chg.0.000 |
Bid1:01:37 PM |
Ask1:01:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
0.00% |
0.110
Bid Size: 10,000 |
0.160
Ask Size: 2,000 |
SWATCH GROUP I |
120.00 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
GQ79BN |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
10/13/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-102.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.26 |
| Parity: |
-6.70 |
| Time value: |
0.19 |
| Break-even: |
121.68 |
| Moneyness: |
0.65 |
| Premium: |
0.36 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.07 |
| Spread %: |
62.28% |
| Delta: |
-0.06 |
| Theta: |
-0.02 |
| Omega: |
-6.26 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-8.33% |
| 3 Months |
|
|
-8.33% |
| YTD |
|
|
-42.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.110 |
| 1M High / 1M Low: |
0.160 |
0.110 |
| 6M High / 6M Low: |
0.240 |
0.110 |
| High (YTD): |
2/6/2024 |
0.240 |
| Low (YTD): |
7/8/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.133 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.160 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.52% |
| Volatility 6M: |
|
95.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
