Goldman Sachs Put 18 SZU 20.12.2024
/ DE000GZ98Z64
Goldman Sachs Put 18 SZU 20.12.20.../ DE000GZ98Z64 /
8/23/2024 5:09:56 PM |
Chg.-0.04 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.96EUR |
-0.67% |
- Bid Size: - |
- Ask Size: - |
SUEDZUCKER AG O.N. |
18.00 - |
12/20/2024 |
Put |
Master data
WKN: |
GZ98Z6 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SUEDZUCKER AG O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
18.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/28/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.95 |
Intrinsic value: |
5.95 |
Implied volatility: |
0.83 |
Historic volatility: |
0.22 |
Parity: |
5.95 |
Time value: |
0.58 |
Break-even: |
11.47 |
Moneyness: |
1.49 |
Premium: |
0.05 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.50 |
Spread %: |
8.29% |
Delta: |
-0.72 |
Theta: |
-0.01 |
Omega: |
-1.33 |
Rho: |
-0.05 |
Quote data
Open: |
6.04 |
High: |
6.04 |
Low: |
5.96 |
Previous Close: |
6.00 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.83% |
1 Month |
|
|
+1.36% |
3 Months |
|
|
+24.43% |
YTD |
|
|
+41.23% |
1 Year |
|
|
+57.26% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.00 |
5.90 |
1M High / 1M Low: |
6.30 |
5.83 |
6M High / 6M Low: |
6.30 |
4.44 |
High (YTD): |
8/5/2024 |
6.30 |
Low (YTD): |
1/9/2024 |
4.01 |
52W High: |
8/5/2024 |
6.30 |
52W Low: |
9/11/2023 |
3.32 |
Avg. price 1W: |
|
5.97 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.01 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.34 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
4.90 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
27.11% |
Volatility 6M: |
|
43.45% |
Volatility 1Y: |
|
53.21% |
Volatility 3Y: |
|
- |