Goldman Sachs Put 140 TSM 15.11.2024
/ DE000GJ1M940
Goldman Sachs Put 140 TSM 15.11.2.../ DE000GJ1M940 /
11/11/2024 10:15:27 |
Chg.- |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.003EUR |
- |
- Bid Size: - |
- Ask Size: - |
Taiwan Semiconductor... |
140.00 - |
15/11/2024 |
Put |
Master data
WKN: |
GJ1M94 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 - |
Maturity: |
15/11/2024 |
Issue date: |
02/08/2024 |
Last trading day: |
13/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-118.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
3.19 |
Historic volatility: |
0.36 |
Parity: |
-4.88 |
Time value: |
0.15 |
Break-even: |
130.34 |
Moneyness: |
0.73 |
Premium: |
0.28 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.15 |
Spread %: |
5,000.00% |
Delta: |
-0.07 |
Theta: |
-1.48 |
Omega: |
-8.63 |
Rho: |
0.00 |
Quote data
Open: |
0.003 |
High: |
0.003 |
Low: |
0.003 |
Previous Close: |
0.003 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-85.00% |
1 Month |
|
|
-93.48% |
3 Months |
|
|
-99.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.020 |
0.003 |
1M High / 1M Low: |
0.040 |
0.003 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.009 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.017 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
683.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |