Goldman Sachs Put 140 UHR 20.12.2024
/ DE000GQ8M2Y1
Goldman Sachs Put 140 UHR 20.12.2.../ DE000GQ8M2Y1 /
9/10/2024 9:16:54 AM |
Chg.+0.040 |
Bid3:48:00 PM |
Ask3:48:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
+14.29% |
0.360 Bid Size: 10,000 |
0.390 Ask Size: 3,000 |
SWATCH GROUP I |
140.00 CHF |
12/20/2024 |
Put |
Master data
WKN: |
GQ8M2Y |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SWATCH GROUP I |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 CHF |
Maturity: |
12/20/2024 |
Issue date: |
11/8/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-44.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.26 |
Parity: |
-2.03 |
Time value: |
0.38 |
Break-even: |
145.60 |
Moneyness: |
0.88 |
Premium: |
0.14 |
Premium p.a.: |
0.62 |
Spread abs.: |
0.12 |
Spread %: |
48.82% |
Delta: |
-0.20 |
Theta: |
-0.04 |
Omega: |
-8.96 |
Rho: |
-0.10 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.320 |
Previous Close: |
0.280 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+100.00% |
1 Month |
|
|
+77.78% |
3 Months |
|
|
+39.13% |
YTD |
|
|
+14.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.160 |
1M High / 1M Low: |
0.280 |
0.130 |
6M High / 6M Low: |
0.360 |
0.130 |
High (YTD): |
2/6/2024 |
0.400 |
Low (YTD): |
8/26/2024 |
0.130 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.228 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.170 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.220 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
168.69% |
Volatility 6M: |
|
153.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |