Goldman Sachs Put 340 FDX 20.12.2024
/ DE000GJ10G13
Goldman Sachs Put 340 FDX 20.12.2.../ DE000GJ10G13 /
| 08/11/2024 17:34:22 |
Chg.-1.13 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.01EUR |
-18.40% |
-
Bid Size: - |
-
Ask Size: - |
FedEx Corp |
340.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
GJ10G1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
340.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
19/07/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.26 |
| Intrinsic value: |
5.26 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.29 |
| Parity: |
5.26 |
| Time value: |
0.45 |
| Break-even: |
257.84 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.07 |
| Spread %: |
1.24% |
| Delta: |
-0.79 |
| Theta: |
-0.16 |
| Omega: |
-3.63 |
| Rho: |
-0.30 |
Quote data
| Open: |
5.01 |
| High: |
5.01 |
| Low: |
5.01 |
| Previous Close: |
6.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.05% |
| 1 Month |
|
|
-29.24% |
| 3 Months |
|
|
-12.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.14 |
5.01 |
| 1M High / 1M Low: |
7.08 |
5.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
