Goldman Sachs Put 240 UHR 20.09.2024
/ DE000GQ8M912
Goldman Sachs Put 240 UHR 20.09.2.../ DE000GQ8M912 /
2024-07-15 12:49:47 PM |
Chg.+1.98 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.30EUR |
+37.22% |
- Bid Size: - |
- Ask Size: - |
SWATCH GROUP I |
240.00 CHF |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2023-11-08 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.34 |
Intrinsic value: |
5.34 |
Implied volatility: |
0.53 |
Historic volatility: |
0.24 |
Parity: |
5.34 |
Time value: |
0.21 |
Break-even: |
190.83 |
Moneyness: |
1.28 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.07 |
Spread %: |
1.28% |
Delta: |
-0.82 |
Theta: |
-0.06 |
Omega: |
-2.87 |
Rho: |
-0.39 |
Quote data
Open: |
7.30 |
High: |
7.30 |
Low: |
7.30 |
Previous Close: |
5.32 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+33.21% |
1 Month |
|
|
+35.94% |
3 Months |
|
|
+42.30% |
YTD |
|
|
+157.04% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.30 |
5.32 |
1M High / 1M Low: |
7.30 |
5.16 |
6M High / 6M Low: |
7.30 |
3.18 |
High (YTD): |
2024-07-15 |
7.30 |
Low (YTD): |
2024-01-02 |
3.04 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.87 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.60 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.74 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
145.48% |
Volatility 6M: |
|
107.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |