Goldman Sachs Put 15 ARRD 20.09.2024
/ DE000GQ5XDZ5
Goldman Sachs Put 15 ARRD 20.09.2.../ DE000GQ5XDZ5 /
23/07/2024 16:04:53 |
Chg.0.000 |
Bid17:35:10 |
Ask17:35:10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.005EUR |
0.00% |
0.005 Bid Size: 30,000 |
0.025 Ask Size: 30,000 |
ARCELORMITTAL S.A. N... |
15.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
GQ5XDZ |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
ARCELORMITTAL S.A. NOUV. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
26/09/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-94.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.84 |
Historic volatility: |
0.25 |
Parity: |
-0.85 |
Time value: |
0.03 |
Break-even: |
14.75 |
Moneyness: |
0.64 |
Premium: |
0.37 |
Premium p.a.: |
6.12 |
Spread abs.: |
0.02 |
Spread %: |
400.00% |
Delta: |
-0.06 |
Theta: |
-0.01 |
Omega: |
-5.97 |
Rho: |
0.00 |
Quote data
Open: |
0.005 |
High: |
0.005 |
Low: |
0.005 |
Previous Close: |
0.005 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
-28.57% |
3 Months |
|
|
-61.54% |
YTD |
|
|
-78.26% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.006 |
0.005 |
1M High / 1M Low: |
0.008 |
0.004 |
6M High / 6M Low: |
0.022 |
0.004 |
High (YTD): |
17/01/2024 |
0.029 |
Low (YTD): |
15/07/2024 |
0.004 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.005 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.006 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.012 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
289.56% |
Volatility 6M: |
|
173.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |