Goldman Sachs Put 240 UHR 20.09.2024
/ DE000GQ8M912
Goldman Sachs Put 240 UHR 20.09.2.../ DE000GQ8M912 /
| 7/30/2024 9:52:17 AM |
Chg.-0.37 |
Bid12:52:56 PM |
Ask12:52:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.21EUR |
-5.62% |
6.19
Bid Size: 5,000 |
6.24
Ask Size: 2,000 |
SWATCH GROUP I |
240.00 CHF |
9/20/2024 |
Put |
Master data
| WKN: |
GQ8M91 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
11/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.52 |
| Intrinsic value: |
6.52 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.27 |
| Parity: |
6.52 |
| Time value: |
0.12 |
| Break-even: |
183.88 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.07 |
| Spread %: |
1.07% |
| Delta: |
-0.87 |
| Theta: |
-0.06 |
| Omega: |
-2.44 |
| Rho: |
-0.33 |
Quote data
| Open: |
6.21 |
| High: |
6.21 |
| Low: |
6.21 |
| Previous Close: |
6.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.51% |
| 1 Month |
|
|
+6.52% |
| 3 Months |
|
|
+24.95% |
| YTD |
|
|
+118.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.92 |
6.37 |
| 1M High / 1M Low: |
7.30 |
5.32 |
| 6M High / 6M Low: |
7.30 |
3.18 |
| High (YTD): |
7/15/2024 |
7.30 |
| Low (YTD): |
1/2/2024 |
3.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.55% |
| Volatility 6M: |
|
105.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
