Goldman Sachs Put 340 AMGN 20.09.2024
/ DE000GG2YC47
Goldman Sachs Put 340 AMGN 20.09..../ DE000GG2YC47 /
| 7/9/2024 9:47:28 AM |
Chg.-0.05 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.90EUR |
-1.69% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
340.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
GG2YC4 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
340.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.76 |
| Intrinsic value: |
2.64 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
2.64 |
| Time value: |
0.36 |
| Break-even: |
283.92 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.07 |
| Spread %: |
2.39% |
| Delta: |
-0.72 |
| Theta: |
-0.06 |
| Omega: |
-6.89 |
| Rho: |
-0.47 |
Quote data
| Open: |
2.90 |
| High: |
2.90 |
| Low: |
2.90 |
| Previous Close: |
2.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.01% |
| 1 Month |
|
|
-10.77% |
| 3 Months |
|
|
-56.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.06 |
2.95 |
| 1M High / 1M Low: |
4.07 |
2.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
