Goldman Sachs Put 300 BA 20.09.2024
/ DE000GG16US5
Goldman Sachs Put 300 BA 20.09.20.../ DE000GG16US5 /
9/13/2024 10:28:52 AM |
Chg.+0.03 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.29EUR |
+2.38% |
- Bid Size: - |
- Ask Size: - |
Boeing Co |
300.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
GG16US |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Boeing Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
12/19/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.29 |
Intrinsic value: |
1.29 |
Implied volatility: |
2.73 |
Historic volatility: |
0.29 |
Parity: |
1.29 |
Time value: |
0.01 |
Break-even: |
140.85 |
Moneyness: |
1.91 |
Premium: |
0.00 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.01 |
Spread %: |
0.78% |
Delta: |
-0.95 |
Theta: |
-0.38 |
Omega: |
-1.04 |
Rho: |
-0.04 |
Quote data
Open: |
1.29 |
High: |
1.29 |
Low: |
1.29 |
Previous Close: |
1.26 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.20% |
1 Month |
|
|
+8.40% |
3 Months |
|
|
+15.18% |
YTD |
|
|
+207.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.29 |
1.24 |
1M High / 1M Low: |
1.29 |
1.09 |
6M High / 6M Low: |
1.29 |
1.00 |
High (YTD): |
9/13/2024 |
1.29 |
Low (YTD): |
1/2/2024 |
0.47 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.26 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.18 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.13 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
51.30% |
Volatility 6M: |
|
47.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |