Goldman Sachs Put 220 UHR 20.12.2024
/ DE000GQ99341
Goldman Sachs Put 220 UHR 20.12.2.../ DE000GQ99341 /
| 7/9/2024 10:36:46 AM |
Chg.-0.03 |
Bid5:34:18 PM |
Ask5:34:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.60EUR |
-0.83% |
3.91
Bid Size: 5,000 |
-
Ask Size: - |
SWATCH GROUP I |
220.00 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
GQ9934 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
11/20/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.60 |
| Intrinsic value: |
3.60 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
3.60 |
| Time value: |
0.18 |
| Break-even: |
188.67 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.13 |
| Spread %: |
3.56% |
| Delta: |
-0.74 |
| Theta: |
-0.02 |
| Omega: |
-3.75 |
| Rho: |
-0.81 |
Quote data
| Open: |
3.60 |
| High: |
3.60 |
| Low: |
3.60 |
| Previous Close: |
3.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.51% |
| 1 Month |
|
|
+0.84% |
| 3 Months |
|
|
+35.85% |
| YTD |
|
|
+72.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.77 |
3.61 |
| 1M High / 1M Low: |
4.03 |
3.40 |
| 6M High / 6M Low: |
4.16 |
2.30 |
| High (YTD): |
4/19/2024 |
4.16 |
| Low (YTD): |
1/2/2024 |
2.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.38% |
| Volatility 6M: |
|
102.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
