Goldman Sachs Put 3.5 BP/ 20.09.2024
/ DE000GG2UM15
Goldman Sachs Put 3.5 BP/ 20.09.2.../ DE000GG2UM15 /
7/11/2024 10:07:12 AM |
Chg.-0.002 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.010EUR |
-16.67% |
- Bid Size: - |
- Ask Size: - |
BP PLC $0.25 |
3.50 GBP |
9/20/2024 |
Put |
Master data
WKN: |
GG2UM1 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
BP PLC $0.25 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3.50 GBP |
Maturity: |
9/20/2024 |
Issue date: |
1/23/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-131.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.22 |
Parity: |
-1.24 |
Time value: |
0.04 |
Break-even: |
4.11 |
Moneyness: |
0.77 |
Premium: |
0.24 |
Premium p.a.: |
1.99 |
Spread abs.: |
0.03 |
Spread %: |
272.73% |
Delta: |
-0.08 |
Theta: |
0.00 |
Omega: |
-10.11 |
Rho: |
0.00 |
Quote data
Open: |
0.010 |
High: |
0.010 |
Low: |
0.010 |
Previous Close: |
0.012 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.11% |
1 Month |
|
|
-37.50% |
3 Months |
|
|
-50.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.012 |
0.009 |
1M High / 1M Low: |
0.022 |
0.008 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.010 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.014 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
204.02% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |