Goldman Sachs Put 205 WM 20.09.2024
/ DE000GJ37BE5
Goldman Sachs Put 205 WM 20.09.20.../ DE000GJ37BE5 /
04/09/2024 14:59:19 |
Chg.-0.010 |
Bid20:32:26 |
Ask20:32:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
-7.14% |
0.150 Bid Size: 20,000 |
0.170 Ask Size: 20,000 |
Waste Management |
205.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
GJ37BE |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Waste Management |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
205.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
03/09/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-79.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.16 |
Parity: |
-0.40 |
Time value: |
0.24 |
Break-even: |
183.16 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
1.12 |
Spread abs.: |
0.05 |
Spread %: |
26.60% |
Delta: |
-0.33 |
Theta: |
-0.11 |
Omega: |
-26.38 |
Rho: |
-0.03 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.130 |
Previous Close: |
0.140 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
- |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
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: |
|
- |