Goldman Sachs Put 250 ROG 20.09.2024
/ DE000GQ7QS19
Goldman Sachs Put 250 ROG 20.09.2.../ DE000GQ7QS19 /
| 2024-07-31 11:58:36 AM |
Chg.-0.020 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-16.67% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-148.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
-3.45 |
| Time value: |
0.20 |
| Break-even: |
259.89 |
| Moneyness: |
0.88 |
| Premium: |
0.12 |
| Premium p.a.: |
1.30 |
| Spread abs.: |
0.10 |
| Spread %: |
101.01% |
| Delta: |
-0.12 |
| Theta: |
-0.06 |
| Omega: |
-17.25 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.38% |
| 1 Month |
|
|
-87.95% |
| 3 Months |
|
|
-96.88% |
| YTD |
|
|
-95.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.120 |
| 1M High / 1M Low: |
1.220 |
0.120 |
| 6M High / 6M Low: |
3.720 |
0.120 |
| High (YTD): |
2024-05-03 |
3.720 |
| Low (YTD): |
2024-07-30 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.551 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.158 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.13% |
| Volatility 6M: |
|
176.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
