Goldman Sachs Put 240 UNP 16.08.2024
/ DE000GG7NSF4
Goldman Sachs Put 240 UNP 16.08.2.../ DE000GG7NSF4 /
| 2024-07-10 9:47:51 AM |
Chg.+0.14 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.69EUR |
+9.03% |
-
Bid Size: - |
-
Ask Size: - |
Union Pacific Corp |
240.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
GG7NSF |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Union Pacific Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
1.68 |
| Time value: |
0.05 |
| Break-even: |
204.63 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
1.17% |
| Delta: |
-0.84 |
| Theta: |
-0.03 |
| Omega: |
-9.92 |
| Rho: |
-0.19 |
Quote data
| Open: |
1.69 |
| High: |
1.69 |
| Low: |
1.69 |
| Previous Close: |
1.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.86% |
| 1 Month |
|
|
+29.01% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.32 |
| 1M High / 1M Low: |
1.83 |
1.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
