Goldman Sachs Put 300 FDX 20.09.2024
/ DE000GG0N1D5
Goldman Sachs Put 300 FDX 20.09.2.../ DE000GG0N1D5 /
| 8/9/2024 10:13:26 AM |
Chg.+0.08 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.32EUR |
+3.57% |
-
Bid Size: - |
-
Ask Size: - |
FedEx Corp |
300.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
GG0N1D |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/6/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
1.96 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.26 |
| Parity: |
1.96 |
| Time value: |
0.41 |
| Break-even: |
251.15 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
2.16% |
| Delta: |
-0.70 |
| Theta: |
-0.10 |
| Omega: |
-7.59 |
| Rho: |
-0.23 |
Quote data
| Open: |
2.32 |
| High: |
2.32 |
| Low: |
2.32 |
| Previous Close: |
2.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+69.34% |
| 1 Month |
|
|
+68.12% |
| 3 Months |
|
|
-43.41% |
| YTD |
|
|
-47.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.24 |
1.37 |
| 1M High / 1M Low: |
2.24 |
0.73 |
| 6M High / 6M Low: |
6.01 |
0.73 |
| High (YTD): |
2/16/2024 |
6.01 |
| Low (YTD): |
7/17/2024 |
0.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.21% |
| Volatility 6M: |
|
182.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
