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: |
|
- |
