Goldman Sachs Put 22 EVT 20.12.2024
/ DE000GG0SGW8
Goldman Sachs Put 22 EVT 20.12.20.../ DE000GG0SGW8 /
| 29/10/2024 18:28:41 |
Chg.- |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
EVOTEC SE INH O.N. |
22.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
GG0SGW |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
EVOTEC SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
08/12/2023 |
| Last trading day: |
31/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-0.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.44 |
| Implied volatility: |
2.64 |
| Historic volatility: |
0.73 |
| Parity: |
1.44 |
| Time value: |
0.05 |
| Break-even: |
7.10 |
| Moneyness: |
2.88 |
| Premium: |
0.07 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
-0.77 |
| Theta: |
-0.02 |
| Omega: |
-0.40 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.49 |
| High: |
1.49 |
| Low: |
1.48 |
| Previous Close: |
1.50 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.64% |
| 3 Months |
|
|
-10.30% |
| YTD |
|
|
+270.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.67 |
1.48 |
| 6M High / 6M Low: |
1.67 |
1.16 |
| High (YTD): |
15/10/2024 |
1.67 |
| Low (YTD): |
03/01/2024 |
0.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
23.02% |
| Volatility 6M: |
|
41.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
