Goldman Sachs Put 45.04 QIA 20.12.2024
/ DE000GP79MK8
Goldman Sachs Put 45.04 QIA 20.12.../ DE000GP79MK8 /
7/4/2024 10:45:33 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
- |
- Bid Size: - |
- Ask Size: - |
QIAGEN NV |
45.04 EUR |
12/20/2024 |
Put |
Master data
WKN: |
GP79MK |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
QIAGEN NV |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.04 EUR |
Maturity: |
12/20/2024 |
Issue date: |
6/30/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10.01:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.73 |
Implied volatility: |
0.41 |
Historic volatility: |
0.22 |
Parity: |
0.73 |
Time value: |
0.12 |
Break-even: |
36.53 |
Moneyness: |
1.19 |
Premium: |
0.03 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.03 |
Spread %: |
3.66% |
Delta: |
-0.67 |
Theta: |
-0.01 |
Omega: |
-2.97 |
Rho: |
-0.15 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.790 |
Previous Close: |
0.790 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.33% |
1 Month |
|
|
+41.07% |
3 Months |
|
|
-8.14% |
YTD |
|
|
+14.49% |
1 Year |
|
|
+17.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.740 |
1M High / 1M Low: |
0.790 |
0.520 |
6M High / 6M Low: |
0.940 |
0.520 |
High (YTD): |
4/19/2024 |
0.940 |
Low (YTD): |
6/11/2024 |
0.520 |
52W High: |
10/27/2023 |
1.090 |
52W Low: |
6/11/2024 |
0.520 |
Avg. price 1W: |
|
0.775 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.654 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.682 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.721 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
142.38% |
Volatility 6M: |
|
85.61% |
Volatility 1Y: |
|
73.96% |
Volatility 3Y: |
|
- |