Goldman Sachs Put 38 HAL 20.09.2024
/ DE000GG4F5L5
Goldman Sachs Put 38 HAL 20.09.20.../ DE000GG4F5L5 /
14/08/2024 10:58:17 |
Chg.+0.030 |
Bid20:52:10 |
Ask20:52:10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
+4.92% |
0.640 Bid Size: 150,000 |
0.650 Ask Size: 150,000 |
Halliburton Co |
38.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
GG4F5L |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Halliburton Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
38.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
29/02/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.63 |
Intrinsic value: |
0.63 |
Implied volatility: |
0.50 |
Historic volatility: |
0.24 |
Parity: |
0.63 |
Time value: |
0.01 |
Break-even: |
28.14 |
Moneyness: |
1.22 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.78% |
Delta: |
-0.87 |
Theta: |
-0.01 |
Omega: |
-3.85 |
Rho: |
-0.03 |
Quote data
Open: |
0.640 |
High: |
0.640 |
Low: |
0.640 |
Previous Close: |
0.610 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.54% |
1 Month |
|
|
+52.38% |
3 Months |
|
|
+178.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.610 |
1M High / 1M Low: |
0.680 |
0.220 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.642 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.448 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
307.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |