Goldman Sachs Put 140 CFR 20.12.2024
/ DE000GJ2KZT4
Goldman Sachs Put 140 CFR 20.12.2.../ DE000GJ2KZT4 /
| 11/11/2024 9:32:39 AM |
Chg.- |
Bid5:17:05 PM |
Ask5:17:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.08EUR |
- |
2.55
Bid Size: 30,000 |
2.57
Ask Size: 30,000 |
RICHEMONT N |
140.00 CHF |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
8/21/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.29 |
| Parity: |
2.08 |
| Time value: |
0.21 |
| Break-even: |
126.28 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
2.23% |
| Delta: |
-0.78 |
| Theta: |
-0.08 |
| Omega: |
-4.36 |
| Rho: |
-0.13 |
Quote data
| Open: |
2.08 |
| High: |
2.08 |
| Low: |
2.08 |
| Previous Close: |
1.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
+55.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.08 |
1.43 |
| 1M High / 1M Low: |
2.08 |
1.34 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
