Goldman Sachs Put 40 QIA 20.12.2024
/ DE000GG3APY7
Goldman Sachs Put 40 QIA 20.12.20.../ DE000GG3APY7 /
| 9/2/2024 9:49:02 AM |
Chg.- |
Bid9:48:49 AM |
Ask9:48:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
- |
0.250
Bid Size: 10,000 |
0.320
Ask Size: 1,000 |
QIAGEN NV |
40.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
GG3APY |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
QIAGEN NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/2/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.23 |
| Parity: |
-0.13 |
| Time value: |
0.31 |
| Break-even: |
36.88 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.07 |
| Spread %: |
28.93% |
| Delta: |
-0.38 |
| Theta: |
-0.02 |
| Omega: |
-5.09 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
+4.35% |
| 3 Months |
|
|
-31.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.230 |
| 1M High / 1M Low: |
0.290 |
0.200 |
| 6M High / 6M Low: |
0.570 |
0.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.238 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.236 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.364 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.95% |
| Volatility 6M: |
|
116.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
