Goldman Sachs Put 250 ROG 20.09.2024
/ DE000GQ7QS19
Goldman Sachs Put 250 ROG 20.09.2.../ DE000GQ7QS19 /
| 2024-07-08 2:20:39 PM |
Chg.-0.07 |
Bid2:34:21 PM |
Ask2:34:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
-5.74% |
1.16
Bid Size: 5,000 |
1.21
Ask Size: 2,000 |
ROCHE GS |
250.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
GQ7QS1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ROCHE GS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.21 |
| Parity: |
0.81 |
| Time value: |
0.47 |
| Break-even: |
244.68 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.07 |
| Spread %: |
5.79% |
| Delta: |
-0.59 |
| Theta: |
-0.05 |
| Omega: |
-11.41 |
| Rho: |
-0.32 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.29% |
| 1 Month |
|
|
-23.84% |
| 3 Months |
|
|
-66.37% |
| YTD |
|
|
-48.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
0.85 |
| 1M High / 1M Low: |
1.56 |
0.66 |
| 6M High / 6M Low: |
3.72 |
0.66 |
| High (YTD): |
2024-05-03 |
3.72 |
| Low (YTD): |
2024-06-25 |
0.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.21% |
| Volatility 6M: |
|
144.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
