Goldman Sachs Put 3500 GIVN 16.08.../  DE000GG8M690  /

EUWAX
8/2/2024  10:33:15 AM Chg.0.000 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.030EUR 0.00% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 3,500.00 CHF 8/16/2024 Put
 

Master data

WKN: GG8M69
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Put
Strike price: 3,500.00 CHF
Maturity: 8/16/2024
Issue date: 5/27/2024
Last trading day: 8/15/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -1,217.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.21
Parity: -6.46
Time value: 0.04
Break-even: 3,733.37
Moneyness: 0.85
Premium: 0.15
Premium p.a.: 47.45
Spread abs.: 0.00
Spread %: 2.86%
Delta: -0.03
Theta: -0.82
Omega: -30.61
Rho: -0.04
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.030
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -57.14%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.030
1M High / 1M Low: 0.070 0.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   188.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -