Goldman Sachs Put 40 BAC 20.12.2024
/ DE000GJ02J51
Goldman Sachs Put 40 BAC 20.12.20.../ DE000GJ02J51 /
| 2024-11-19 10:58:02 AM |
Chg.-0.001 |
Bid4:48:25 PM |
Ask4:48:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
-10.00% |
0.009
Bid Size: 150,000 |
0.012
Ask Size: 150,000 |
Bank of America Corp... |
40.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
GJ02J5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-07-02 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-275.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.22 |
| Parity: |
-0.63 |
| Time value: |
0.02 |
| Break-even: |
37.60 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
4.05 |
| Spread abs.: |
0.01 |
| Spread %: |
77.78% |
| Delta: |
-0.07 |
| Theta: |
-0.01 |
| Omega: |
-19.39 |
| Rho: |
0.00 |
Quote data
| Open: |
0.009 |
| High: |
0.009 |
| Low: |
0.009 |
| Previous Close: |
0.010 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-86.36% |
| 3 Months |
|
|
-95.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.012 |
0.010 |
| 1M High / 1M Low: |
0.090 |
0.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.011 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
351.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
