Goldman Sachs Put 25 ARRD 20.09.2024
/ DE000GQ5X9E8
Goldman Sachs Put 25 ARRD 20.09.2.../ DE000GQ5X9E8 /
8/26/2024 11:53:24 AM |
Chg.-0.010 |
Bid1:18:59 PM |
Ask1:18:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
-2.38% |
0.400 Bid Size: 50,000 |
0.410 Ask Size: 20,000 |
ARCELORMITTAL S.A. N... |
25.00 EUR |
9/20/2024 |
Put |
Master data
WKN: |
GQ5X9E |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
ARCELORMITTAL S.A. NOUV. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
25.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
9/26/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.15 |
Implied volatility: |
1.52 |
Historic volatility: |
0.25 |
Parity: |
0.15 |
Time value: |
0.31 |
Break-even: |
20.43 |
Moneyness: |
1.06 |
Premium: |
0.13 |
Premium p.a.: |
5.11 |
Spread abs.: |
0.02 |
Spread %: |
4.58% |
Delta: |
-0.48 |
Theta: |
-0.07 |
Omega: |
-2.46 |
Rho: |
-0.01 |
Quote data
Open: |
0.410 |
High: |
0.410 |
Low: |
0.410 |
Previous Close: |
0.420 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.87% |
1 Month |
|
|
-4.65% |
3 Months |
|
|
+105.00% |
YTD |
|
|
+86.36% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.420 |
1M High / 1M Low: |
0.610 |
0.390 |
6M High / 6M Low: |
0.610 |
0.140 |
High (YTD): |
8/5/2024 |
0.610 |
Low (YTD): |
4/12/2024 |
0.140 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.428 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.475 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.293 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
136.38% |
Volatility 6M: |
|
153.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |