Goldman Sachs Put 2389.28 HMI 19.07.2024
/ DE000GG72349
Goldman Sachs Put 2389.28 HMI 19..../ DE000GG72349 /
6/28/2024 11:14:57 AM |
Chg.+0.42 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.48EUR |
+20.39% |
- Bid Size: - |
- Ask Size: - |
HERMES INTERNATIONAL... |
2,389.28 - |
7/19/2024 |
Put |
Master data
WKN: |
GG7234 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
HERMES INTERNATIONAL O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
2,389.28 - |
Maturity: |
7/19/2024 |
Issue date: |
4/29/2024 |
Last trading day: |
7/18/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.49 |
Intrinsic value: |
2.49 |
Implied volatility: |
0.76 |
Historic volatility: |
0.23 |
Parity: |
2.49 |
Time value: |
0.63 |
Break-even: |
2,077.28 |
Moneyness: |
1.12 |
Premium: |
0.03 |
Premium p.a.: |
0.69 |
Spread abs.: |
1.14 |
Spread %: |
57.58% |
Delta: |
-0.70 |
Theta: |
-3.16 |
Omega: |
-4.78 |
Rho: |
-0.99 |
Quote data
Open: |
2.48 |
High: |
2.48 |
Low: |
2.48 |
Previous Close: |
2.06 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.71% |
1 Month |
|
|
+0.40% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.48 |
2.06 |
1M High / 1M Low: |
2.79 |
1.67 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.20 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.36 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
204.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |