Goldman Sachs Put 1300 1N8 19.07.2024
/ DE000GG7VRX2
Goldman Sachs Put 1300 1N8 19.07..../ DE000GG7VRX2 /
| 7/12/2024 9:28:57 AM |
Chg.+0.04 |
Bid2:30:52 PM |
Ask2:30:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
+2.50% |
1.63
Bid Size: 10,000 |
1.68
Ask Size: 3,000 |
ADYEN N.V. E... |
1,300.00 EUR |
7/19/2024 |
Put |
Master data
| WKN: |
GG7VRX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ADYEN N.V. EO-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,300.00 EUR |
| Maturity: |
7/19/2024 |
| Issue date: |
5/10/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
1.16 |
| Historic volatility: |
0.68 |
| Parity: |
1.72 |
| Time value: |
0.19 |
| Break-even: |
1,109.00 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
1.41 |
| Spread abs.: |
0.23 |
| Spread %: |
13.69% |
| Delta: |
-0.79 |
| Theta: |
-3.63 |
| Omega: |
-4.66 |
| Rho: |
-0.21 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.64 |
| Previous Close: |
1.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.86% |
| 1 Month |
|
|
+51.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.60 |
| 1M High / 1M Low: |
1.88 |
0.97 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
