Goldman Sachs Put 360 CI 17.01.2025
/ DE000GQ9K8H4
Goldman Sachs Put 360 CI 17.01.20.../ DE000GQ9K8H4 /
18/10/2024 09:21:02 |
Chg.-0.09 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
1.88EUR |
-4.57% |
- Bid Size: - |
- Ask Size: - |
Cigna Group |
360.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
GQ9K8H |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Cigna Group |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
360.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
25/06/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.73 |
Intrinsic value: |
2.21 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
2.21 |
Time value: |
0.92 |
Break-even: |
299.95 |
Moneyness: |
1.07 |
Premium: |
0.03 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.20 |
Spread %: |
6.83% |
Delta: |
-0.62 |
Theta: |
-0.08 |
Omega: |
-6.14 |
Rho: |
-0.55 |
Quote data
Open: |
1.88 |
High: |
1.88 |
Low: |
1.88 |
Previous Close: |
1.97 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.84% |
1 Month |
|
|
+9.30% |
3 Months |
|
|
-35.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.11 |
1.88 |
1M High / 1M Low: |
2.63 |
1.72 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.00 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.14 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
106.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |