Goldman Sachs Put 140 CFR 20.12.2024
/ DE000GJ2KZT4
Goldman Sachs Put 140 CFR 20.12.2.../ DE000GJ2KZT4 /
06/09/2024 09:59:53 |
Chg.+0.32 |
Bid15:54:19 |
Ask15:54:19 |
Underlying |
Strike price |
Expiration date |
Option type |
2.32EUR |
+16.00% |
2.32 Bid Size: 10,000 |
2.35 Ask Size: 3,000 |
RICHEMONT N |
140.00 CHF |
20/12/2024 |
Put |
Master data
WKN: |
GJ2KZT |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
RICHEMONT N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 CHF |
Maturity: |
20/12/2024 |
Issue date: |
21/08/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.02 |
Intrinsic value: |
1.92 |
Implied volatility: |
0.39 |
Historic volatility: |
0.29 |
Parity: |
1.92 |
Time value: |
0.32 |
Break-even: |
126.81 |
Moneyness: |
1.15 |
Premium: |
0.02 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.05 |
Spread %: |
2.28% |
Delta: |
-0.70 |
Theta: |
-0.03 |
Omega: |
-4.04 |
Rho: |
-0.32 |
Quote data
Open: |
2.32 |
High: |
2.32 |
Low: |
2.32 |
Previous Close: |
2.00 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+77.10% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.01 |
1.25 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.61 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |