Goldman Sachs Put 40 HAL 20.09.2024
/ DE000GG28V33
Goldman Sachs Put 40 HAL 20.09.20.../ DE000GG28V33 /
06/09/2024 10:58:50 |
Chg.+0.030 |
Bid18:33:23 |
Ask18:33:23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.980EUR |
+3.16% |
1.020 Bid Size: 150,000 |
1.030 Ask Size: 150,000 |
Halliburton Co |
40.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
GG28V3 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Halliburton Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
29/01/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.98 |
Intrinsic value: |
0.98 |
Implied volatility: |
1.00 |
Historic volatility: |
0.24 |
Parity: |
0.98 |
Time value: |
0.01 |
Break-even: |
26.08 |
Moneyness: |
1.38 |
Premium: |
0.00 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.71% |
Delta: |
-0.94 |
Theta: |
-0.02 |
Omega: |
-2.47 |
Rho: |
-0.01 |
Quote data
Open: |
0.980 |
High: |
0.980 |
Low: |
0.980 |
Previous Close: |
0.950 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.05% |
1 Month |
|
|
+19.51% |
3 Months |
|
|
+63.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.790 |
1M High / 1M Low: |
0.950 |
0.740 |
6M High / 6M Low: |
0.950 |
0.220 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.864 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.813 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.508 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
78.05% |
Volatility 6M: |
|
171.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |