Goldman Sachs Put 160 UHR 20.09.2024
/ DE000GG65N52
Goldman Sachs Put 160 UHR 20.09.2.../ DE000GG65N52 /
| 2024-07-30 11:44:35 AM |
Chg.-0.030 |
Bid3:46:55 PM |
Ask3:46:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-21.43% |
0.110
Bid Size: 10,000 |
0.160
Ask Size: 3,000 |
SWATCH GROUP I |
160.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
GG65N5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-83.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
-1.82 |
| Time value: |
0.22 |
| Break-even: |
164.64 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.07 |
| Spread %: |
46.05% |
| Delta: |
-0.17 |
| Theta: |
-0.05 |
| Omega: |
-14.34 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.43% |
| 1 Month |
|
|
-42.11% |
| 3 Months |
|
|
-64.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.140 |
| 1M High / 1M Low: |
0.250 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.169 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
415.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
