Goldman Sachs Put 300 SWGAF 20.12.2024
/ DE000GZ9K9Q4
Goldman Sachs Put 300 SWGAF 20.12.../ DE000GZ9K9Q4 /
| 2024-07-09 10:30:42 AM |
Chg.-0.04 |
Bid10:50:32 AM |
Ask10:50:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.65EUR |
-0.34% |
11.61
Bid Size: 5,000 |
11.66
Ask Size: 2,000 |
Swatch Group AG |
300.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
GZ9K9Q |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Swatch Group AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-03-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.95 |
| Intrinsic value: |
10.95 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.26 |
| Parity: |
10.95 |
| Time value: |
0.87 |
| Break-even: |
181.80 |
| Moneyness: |
1.57 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.18 |
| Spread %: |
1.55% |
| Delta: |
-0.72 |
| Theta: |
-0.08 |
| Omega: |
-1.16 |
| Rho: |
-1.15 |
Quote data
| Open: |
11.65 |
| High: |
11.65 |
| Low: |
11.65 |
| Previous Close: |
11.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.19% |
| 1 Month |
|
|
+1.57% |
| 3 Months |
|
|
+18.76% |
| YTD |
|
|
+43.83% |
| 1 Year |
|
|
+111.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.82 |
11.60 |
| 1M High / 1M Low: |
12.15 |
11.39 |
| 6M High / 6M Low: |
12.15 |
9.00 |
| High (YTD): |
2024-06-17 |
12.15 |
| Low (YTD): |
2024-01-02 |
8.41 |
| 52W High: |
2024-06-17 |
12.15 |
| 52W Low: |
2023-07-13 |
4.23 |
| Avg. price 1W: |
|
11.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
8.83 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
32.76% |
| Volatility 6M: |
|
47.63% |
| Volatility 1Y: |
|
58.46% |
| Volatility 3Y: |
|
- |
