Goldman Sachs Put 240 DHR 15.11.2024
/ DE000GJ4BVU6
Goldman Sachs Put 240 DHR 15.11.2.../ DE000GJ4BVU6 /
2024-11-12 5:09:18 PM |
Chg.+0.050 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
+71.43% |
- Bid Size: - |
- Ask Size: - |
Danaher Corporation |
240.00 USD |
2024-11-15 |
Put |
Master data
WKN: |
GJ4BVU |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Danaher Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
240.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-09-25 |
Last trading day: |
2024-11-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-63.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.61 |
Historic volatility: |
0.21 |
Parity: |
-0.30 |
Time value: |
0.36 |
Break-even: |
221.49 |
Moneyness: |
0.99 |
Premium: |
0.03 |
Premium p.a.: |
31.78 |
Spread abs.: |
0.20 |
Spread %: |
125.79% |
Delta: |
-0.39 |
Theta: |
-0.80 |
Omega: |
-24.87 |
Rho: |
-0.01 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.070 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-40.00% |
1 Month |
|
|
-45.45% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.070 |
1M High / 1M Low: |
0.310 |
0.070 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.113 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.171 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
503.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |