Goldman Sachs Put 40 CIS 17.01.2025
/ DE000GZ86PH1
Goldman Sachs Put 40 CIS 17.01.20.../ DE000GZ86PH1 /
| 7/31/2024 9:23:34 AM |
Chg.-0.001 |
Bid1:45:26 PM |
Ask1:45:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.059EUR |
-1.67% |
0.059
Bid Size: 50,000 |
0.079
Ask Size: 50,000 |
CISCO SYSTEMS DL-... |
40.00 - |
1/17/2025 |
Put |
Master data
| WKN: |
GZ86PH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
2/7/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-54.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
-0.45 |
| Time value: |
0.08 |
| Break-even: |
39.19 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
32.79% |
| Delta: |
-0.19 |
| Theta: |
0.00 |
| Omega: |
-10.65 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.059 |
| High: |
0.059 |
| Low: |
0.059 |
| Previous Close: |
0.060 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.37% |
| 1 Month |
|
|
-14.49% |
| 3 Months |
|
|
-41.00% |
| YTD |
|
|
-46.36% |
| 1 Year |
|
|
-60.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.076 |
0.060 |
| 1M High / 1M Low: |
0.080 |
0.054 |
| 6M High / 6M Low: |
0.140 |
0.046 |
| High (YTD): |
2/15/2024 |
0.140 |
| Low (YTD): |
5/16/2024 |
0.046 |
| 52W High: |
11/16/2023 |
0.170 |
| 52W Low: |
5/16/2024 |
0.046 |
| Avg. price 1W: |
|
0.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.090 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.107 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
128.41% |
| Volatility 6M: |
|
159.21% |
| Volatility 1Y: |
|
149.05% |
| Volatility 3Y: |
|
- |
