Goldman Sachs Put 300 FDX 18.10.2024
/ DE000GJ02HP2
Goldman Sachs Put 300 FDX 18.10.2.../ DE000GJ02HP2 /
2024-08-30 10:53:42 AM |
Chg.+0.05 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.37EUR |
+3.79% |
- Bid Size: - |
- Ask Size: - |
FedEx Corp |
300.00 USD |
2024-10-18 |
Put |
Master data
WKN: |
GJ02HP |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
FedEx Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 USD |
Maturity: |
2024-10-18 |
Issue date: |
2024-07-02 |
Last trading day: |
2024-10-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-19.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.99 |
Intrinsic value: |
0.11 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
0.11 |
Time value: |
1.25 |
Break-even: |
257.96 |
Moneyness: |
1.00 |
Premium: |
0.05 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.07 |
Spread %: |
5.43% |
Delta: |
-0.47 |
Theta: |
-0.13 |
Omega: |
-9.40 |
Rho: |
-0.19 |
Quote data
Open: |
1.37 |
High: |
1.37 |
Low: |
1.37 |
Previous Close: |
1.32 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.80% |
1 Month |
|
|
+15.13% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.46 |
1.31 |
1M High / 1M Low: |
2.53 |
1.19 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.36 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.85 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
260.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |