Goldman Sachs Put 180 TSM 16.08.2024
/ DE000GG9V5B1
Goldman Sachs Put 180 TSM 16.08.2.../ DE000GG9V5B1 /
| 8/15/2024 9:43:38 AM |
Chg.-0.040 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-4.44% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
180.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
GG9V5B |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
6/20/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.32 |
| Parity: |
0.91 |
| Time value: |
0.03 |
| Break-even: |
154.06 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.03 |
| Spread %: |
3.30% |
| Delta: |
-0.90 |
| Theta: |
-0.57 |
| Omega: |
-14.80 |
| Rho: |
0.00 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.77% |
| 1 Month |
|
|
+50.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.310 |
0.900 |
| 1M High / 1M Low: |
3.350 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.580 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
480.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
