Goldman Sachs Put 35 NCB 20.09.2024
/ DE000GP0EBY4
Goldman Sachs Put 35 NCB 20.09.20.../ DE000GP0EBY4 /
16/08/2024 09:08:21 |
Chg.-0.005 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.015EUR |
-25.00% |
- Bid Size: - |
- Ask Size: - |
BANK AMERICA DL... |
35.00 - |
20/09/2024 |
Put |
Master data
WKN: |
GP0EBY |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
BANK AMERICA DL 0,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
35.00 - |
Maturity: |
20/09/2024 |
Issue date: |
13/03/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-161.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.11 |
Historic volatility: |
0.21 |
Parity: |
-0.06 |
Time value: |
0.02 |
Break-even: |
34.78 |
Moneyness: |
0.98 |
Premium: |
0.02 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.01 |
Spread %: |
46.67% |
Delta: |
-0.28 |
Theta: |
0.00 |
Omega: |
-45.43 |
Rho: |
-0.01 |
Quote data
Open: |
0.015 |
High: |
0.015 |
Low: |
0.015 |
Previous Close: |
0.020 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+66.67% |
1 Month |
|
|
+114.29% |
3 Months |
|
|
-72.22% |
YTD |
|
|
-94.83% |
1 Year |
|
|
-97.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.035 |
0.015 |
1M High / 1M Low: |
0.035 |
0.007 |
6M High / 6M Low: |
0.290 |
0.007 |
High (YTD): |
18/01/2024 |
0.400 |
Low (YTD): |
18/07/2024 |
0.007 |
52W High: |
27/10/2023 |
0.950 |
52W Low: |
18/07/2024 |
0.007 |
Avg. price 1W: |
|
0.025 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.016 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.099 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.333 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
1,002.54% |
Volatility 6M: |
|
446.74% |
Volatility 1Y: |
|
321.94% |
Volatility 3Y: |
|
- |