Goldman Sachs Put 360 CI 20.09.2024
/ DE000GG9E1K2
Goldman Sachs Put 360 CI 20.09.20.../ DE000GG9E1K2 /
| 2024-08-01 10:36:35 AM |
Chg.+0.25 |
Bid3:53:49 PM |
Ask3:53:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.70EUR |
+17.24% |
2.87
Bid Size: 3,000 |
2.97
Ask Size: 3,000 |
Cigna Group |
360.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
GG9E1K |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Cigna Group |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-06-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
1.05 |
| Time value: |
0.87 |
| Break-even: |
313.40 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.40 |
| Spread %: |
26.32% |
| Delta: |
-0.58 |
| Theta: |
-0.12 |
| Omega: |
-9.65 |
| Rho: |
-0.28 |
Quote data
| Open: |
1.70 |
| High: |
1.70 |
| Low: |
1.70 |
| Previous Close: |
1.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.02% |
| 1 Month |
|
|
-41.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.18 |
1.45 |
| 1M High / 1M Low: |
3.71 |
1.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
