Goldman Sachs Put 280 MCD 16.08.2024
/ DE000GG8CB97
Goldman Sachs Put 280 MCD 16.08.2.../ DE000GG8CB97 /
| 7/8/2024 11:58:14 AM |
Chg.- |
Bid9:08:40 AM |
Ask9:08:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.66EUR |
- |
2.92
Bid Size: 10,000 |
-
Ask Size: - |
McDonalds Corp |
280.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
GG8CB9 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
5/21/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.67 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.14 |
| Parity: |
2.67 |
| Time value: |
0.08 |
| Break-even: |
231.14 |
| Moneyness: |
1.12 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.07 |
| Spread %: |
2.61% |
| Delta: |
-0.84 |
| Theta: |
-0.05 |
| Omega: |
-7.12 |
| Rho: |
-0.24 |
Quote data
| Open: |
2.66 |
| High: |
2.66 |
| Low: |
2.66 |
| Previous Close: |
2.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.34% |
| 1 Month |
|
|
+50.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.97 |
2.66 |
| 1M High / 1M Low: |
2.97 |
1.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
