Goldman Sachs Put 162.5 USD/JPY 26.07.2024
/ DE000GJ08FY5
Goldman Sachs Put 162.5 USD/JPY 2.../ DE000GJ08FY5 /
| 2024-07-22 5:09:06 PM |
Chg.+0.34 |
Bid6:09:30 PM |
Ask6:09:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.35EUR |
+11.30% |
3.27
Bid Size: 50,000 |
3.30
Ask Size: 50,000 |
- |
162.50 JPY |
2024-07-26 |
Put |
Master data
| WKN: |
GJ08FY |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
162.50 JPY |
| Maturity: |
2024-07-26 |
| Issue date: |
2024-07-04 |
| Last trading day: |
2024-07-25 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-889,033.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1,547,545.97 |
| Intrinsic value: |
85,999.44 |
| Implied volatility: |
- |
| Historic volatility: |
14.37 |
| Parity: |
85,999.44 |
| Time value: |
-85,996.40 |
| Break-even: |
27,886.58 |
| Moneyness: |
1.03 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.95 |
| Spread abs.: |
0.03 |
| Spread %: |
1.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.56 |
| High: |
3.56 |
| Low: |
3.35 |
| Previous Close: |
3.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.13% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.88 |
2.55 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.08 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |
