Goldman Sachs Put 15500 NDX.X 25.10.2024
/ DE000GJ3MR05
Goldman Sachs Put 15500 NDX.X 25..../ DE000GJ3MR05 /
11/10/2024 13:14:56 |
Chg.0.000 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.040EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
NASDAQ 100 INDEX |
15,500.00 USD |
25/10/2024 |
Put |
Master data
WKN: |
GJ3MR0 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
NASDAQ 100 INDEX |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15,500.00 USD |
Maturity: |
25/10/2024 |
Issue date: |
11/09/2024 |
Last trading day: |
24/10/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-788.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.74 |
Historic volatility: |
0.16 |
Parity: |
-43.64 |
Time value: |
0.24 |
Break-even: |
14,150.91 |
Moneyness: |
0.76 |
Premium: |
0.24 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.20 |
Spread %: |
571.43% |
Delta: |
-0.02 |
Theta: |
-5.41 |
Omega: |
-18.19 |
Rho: |
-0.16 |
Quote data
Open: |
0.040 |
High: |
0.040 |
Low: |
0.040 |
Previous Close: |
0.040 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-60.00% |
1 Month |
|
|
-85.19% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.090 |
0.040 |
1M High / 1M Low: |
0.270 |
0.040 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.064 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.129 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
287.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |