Goldman Sachs Put 45 MO 20.12.2024
/ DE000GJ084M3
Goldman Sachs Put 45 MO 20.12.202.../ DE000GJ084M3 /
| 10/15/2024 4:23:42 PM |
Chg.-0.005 |
Bid6:42:05 PM |
Ask6:42:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
-16.13% |
0.027
Bid Size: 150,000 |
0.030
Ask Size: 150,000 |
Altria Group Inc |
45.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
GJ084M |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Altria Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
7/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-95.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
-0.45 |
| Time value: |
0.05 |
| Break-even: |
40.77 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.02 |
| Spread %: |
71.43% |
| Delta: |
-0.16 |
| Theta: |
-0.01 |
| Omega: |
-15.39 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.026 |
| High: |
0.026 |
| Low: |
0.026 |
| Previous Close: |
0.031 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.13% |
| 1 Month |
|
|
-18.75% |
| 3 Months |
|
|
-74.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.032 |
0.027 |
| 1M High / 1M Low: |
0.036 |
0.023 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.030 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.029 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
