Goldman Sachs Put 150 UHR 20.09.2024
/ DE000GQ794Y3
Goldman Sachs Put 150 UHR 20.09.2.../ DE000GQ794Y3 /
| 04/07/2024 10:50:51 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
150.00 CHF |
20/09/2024 |
Put |
Master data
| WKN: |
GQ794Y |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
13/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-114.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.26 |
| Parity: |
-3.66 |
| Time value: |
0.17 |
| Break-even: |
152.82 |
| Moneyness: |
0.81 |
| Premium: |
0.20 |
| Premium p.a.: |
1.40 |
| Spread abs.: |
0.07 |
| Spread %: |
79.57% |
| Delta: |
-0.10 |
| Theta: |
-0.04 |
| Omega: |
-10.92 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-44.44% |
| YTD |
|
|
-65.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.100 |
| 1M High / 1M Low: |
0.180 |
0.100 |
| 6M High / 6M Low: |
0.380 |
0.100 |
| High (YTD): |
25/01/2024 |
0.380 |
| Low (YTD): |
04/07/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.218 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.13% |
| Volatility 6M: |
|
123.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
