Goldman Sachs Put 16 ARRD 20.09.2024
/ DE000GQ9SBC0
Goldman Sachs Put 16 ARRD 20.09.2.../ DE000GQ9SBC0 /
| 2024-07-16 10:14:55 AM |
Chg.+0.004 |
Bid4:47:46 PM |
Ask4:47:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
+66.67% |
0.008
Bid Size: 150,000 |
0.013
Ask Size: 150,000 |
ARCELORMITTAL S.A. N... |
16.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
GQ9SBC |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-06-28 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-87.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.25 |
| Parity: |
-0.75 |
| Time value: |
0.03 |
| Break-even: |
15.73 |
| Moneyness: |
0.68 |
| Premium: |
0.33 |
| Premium p.a.: |
3.87 |
| Spread abs.: |
0.02 |
| Spread %: |
350.00% |
| Delta: |
-0.07 |
| Theta: |
-0.01 |
| Omega: |
-6.49 |
| Rho: |
0.00 |
Quote data
| Open: |
0.010 |
| High: |
0.010 |
| Low: |
0.010 |
| Previous Close: |
0.006 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.011 |
0.006 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.009 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
