Goldman Sachs Put 150 UHR 20.09.2024
/ DE000GQ794Y3
Goldman Sachs Put 150 UHR 20.09.2.../ DE000GQ794Y3 /
| 6/27/2024 12:59:20 PM |
Chg.+0.010 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+8.33% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
150.00 CHF |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-111.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
-3.96 |
| Time value: |
0.18 |
| Break-even: |
154.74 |
| Moneyness: |
0.80 |
| Premium: |
0.21 |
| Premium p.a.: |
1.27 |
| Spread abs.: |
0.07 |
| Spread %: |
66.04% |
| Delta: |
-0.09 |
| Theta: |
-0.03 |
| Omega: |
-10.36 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
-13.33% |
| 3 Months |
|
|
-23.53% |
| YTD |
|
|
-55.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.120 |
| 1M High / 1M Low: |
0.180 |
0.120 |
| 6M High / 6M Low: |
0.380 |
0.120 |
| High (YTD): |
1/25/2024 |
0.380 |
| Low (YTD): |
6/25/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.149 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.226 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.13% |
| Volatility 6M: |
|
124.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
