Goldman Sachs Put 36 HAL 20.09.2024
/ DE000GG98YK2
Goldman Sachs Put 36 HAL 20.09.20.../ DE000GG98YK2 /
| 2024-07-30 10:36:16 AM |
Chg.+0.030 |
Bid6:52:10 PM |
Ask6:52:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+14.29% |
0.230
Bid Size: 150,000 |
0.240
Ask Size: 150,000 |
Halliburton Co |
36.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
GG98YK |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Halliburton Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-06-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
0.20 |
| Time value: |
0.06 |
| Break-even: |
30.75 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
2.02% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-8.30 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.24% |
| 1 Month |
|
|
-11.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.210 |
| 1M High / 1M Low: |
0.320 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.248 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
327.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
