Goldman Sachs Put 2200 HMI 15.11.2024
/ DE000GJ2VGL8
Goldman Sachs Put 2200 HMI 15.11..../ DE000GJ2VGL8 /
8/30/2024 10:56:40 AM |
Chg.-0.260 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.920EUR |
-22.03% |
- Bid Size: - |
- Ask Size: - |
HERMES INTERNATIONAL... |
2,200.00 EUR |
11/15/2024 |
Put |
Master data
WKN: |
GJ2VGL |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
HERMES INTERNATIONAL O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
2,200.00 EUR |
Maturity: |
11/15/2024 |
Issue date: |
8/27/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-18.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.95 |
Intrinsic value: |
0.31 |
Implied volatility: |
0.28 |
Historic volatility: |
0.22 |
Parity: |
0.31 |
Time value: |
0.87 |
Break-even: |
2,082.00 |
Moneyness: |
1.01 |
Premium: |
0.04 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.30 |
Spread %: |
34.09% |
Delta: |
-0.50 |
Theta: |
-0.61 |
Omega: |
-9.11 |
Rho: |
-2.48 |
Quote data
Open: |
0.920 |
High: |
0.920 |
Low: |
0.920 |
Previous Close: |
1.180 |
Turnover: |
0.000 |
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: |
|
- |