Goldman Sachs Put 300 FDX 20.09.2024
/ DE000GG0N1D5
Goldman Sachs Put 300 FDX 20.09.2.../ DE000GG0N1D5 /
| 12/07/2024 10:59:32 |
Chg.-0.33 |
Bid20:34:43 |
Ask20:34:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
-22.00% |
1.18
Bid Size: 20,000 |
1.20
Ask Size: 20,000 |
FedEx Corp |
300.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
06/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
0.04 |
| Time value: |
1.18 |
| Break-even: |
263.69 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
1.67% |
| Delta: |
-0.46 |
| Theta: |
-0.08 |
| Omega: |
-10.35 |
| Rho: |
-0.27 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.95% |
| 1 Month |
|
|
-74.62% |
| 3 Months |
|
|
-62.14% |
| YTD |
|
|
-73.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
1.38 |
| 1M High / 1M Low: |
5.16 |
1.25 |
| 6M High / 6M Low: |
6.01 |
1.25 |
| High (YTD): |
16/02/2024 |
6.01 |
| Low (YTD): |
01/07/2024 |
1.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.86% |
| Volatility 6M: |
|
143.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
