Goldman Sachs Put 40 SZG 20.12.2024
/ DE000GZ6J853
Goldman Sachs Put 40 SZG 20.12.20.../ DE000GZ6J853 /
| 2024-11-01 10:03:59 AM |
Chg.- |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.62EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SALZGITTER AG O.N. |
40.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
GZ6J85 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SALZGITTER AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-01-05 |
| Last trading day: |
2024-11-04 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-0.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
3.81 |
| Historic volatility: |
0.53 |
| Parity: |
2.15 |
| Time value: |
0.48 |
| Break-even: |
13.74 |
| Moneyness: |
2.16 |
| Premium: |
0.26 |
| Premium p.a.: |
8.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.38% |
| Delta: |
-0.50 |
| Theta: |
-0.12 |
| Omega: |
-0.35 |
| Rho: |
-0.04 |
Quote data
| Open: |
2.62 |
| High: |
2.62 |
| Low: |
2.62 |
| Previous Close: |
2.59 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+2.34% |
| 3 Months |
|
|
+6.94% |
| YTD |
|
|
+101.54% |
| 1 Year |
|
|
+75.84% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.68 |
2.54 |
| 6M High / 6M Low: |
2.68 |
1.66 |
| High (YTD): |
2024-10-15 |
2.68 |
| Low (YTD): |
2024-01-02 |
1.31 |
| 52W High: |
2024-10-15 |
2.68 |
| 52W Low: |
2023-12-18 |
1.19 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.89 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
21.54% |
| Volatility 6M: |
|
30.85% |
| Volatility 1Y: |
|
45.00% |
| Volatility 3Y: |
|
- |
