Goldman Sachs Put 300 CHTR 20.09.2024
/ DE000GG5WTZ5
Goldman Sachs Put 300 CHTR 20.09..../ DE000GG5WTZ5 /
11/09/2024 10:17:55 |
Chg.-0.004 |
Bid19:16:23 |
Ask19:16:23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.011EUR |
-26.67% |
0.012 Bid Size: 20,000 |
0.032 Ask Size: 5,000 |
Charter Communicatio... |
300.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
GG5WTZ |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
28/03/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-86.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.62 |
Historic volatility: |
0.34 |
Parity: |
-0.21 |
Time value: |
0.03 |
Break-even: |
268.83 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
25.26 |
Spread abs.: |
0.02 |
Spread %: |
142.86% |
Delta: |
-0.20 |
Theta: |
-0.44 |
Omega: |
-17.53 |
Rho: |
-0.02 |
Quote data
Open: |
0.011 |
High: |
0.011 |
Low: |
0.011 |
Previous Close: |
0.015 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+37.50% |
1 Month |
|
|
-47.62% |
3 Months |
|
|
-96.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.020 |
0.008 |
1M High / 1M Low: |
0.025 |
0.007 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.015 |
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: |
|
598.34% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |