Goldman Sachs Put 45 BAC 18.10.2024
/ DE000GJ10MC3
Goldman Sachs Put 45 BAC 18.10.20.../ DE000GJ10MC3 /
| 2024-10-15 9:14:39 AM |
Chg.0.000 |
Bid1:18:32 PM |
Ask1:18:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Bank of America Corp... |
45.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
GJ10MC |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-07-19 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.22 |
| Parity: |
0.28 |
| Time value: |
0.02 |
| Break-even: |
38.23 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.02 |
| Spread %: |
7.09% |
| Delta: |
-0.85 |
| Theta: |
-0.10 |
| Omega: |
-10.78 |
| Rho: |
0.00 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.30% |
| 1 Month |
|
|
-51.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.270 |
| 1M High / 1M Low: |
0.570 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.466 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
