Goldman Sachs Put 45 QIA 21.03.2025
/ DE000GG5PDA6
Goldman Sachs Put 45 QIA 21.03.20.../ DE000GG5PDA6 /
16/10/2024 14:28:19 |
Chg.+0.010 |
Bid18:02:41 |
Ask18:02:41 |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
+1.72% |
0.600 Bid Size: 10,000 |
0.630 Ask Size: 10,000 |
QIAGEN NV |
45.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
GG5PDA |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
QIAGEN NV |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
25/03/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.46 |
Implied volatility: |
0.35 |
Historic volatility: |
0.23 |
Parity: |
0.46 |
Time value: |
0.16 |
Break-even: |
38.80 |
Moneyness: |
1.11 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.03 |
Spread %: |
5.08% |
Delta: |
-0.62 |
Theta: |
-0.01 |
Omega: |
-4.01 |
Rho: |
-0.13 |
Quote data
Open: |
0.590 |
High: |
0.590 |
Low: |
0.590 |
Previous Close: |
0.580 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.35% |
1 Month |
|
|
+3.51% |
3 Months |
|
|
-31.40% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.580 |
1M High / 1M Low: |
0.670 |
0.560 |
6M High / 6M Low: |
0.970 |
0.540 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.600 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.621 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.692 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.84% |
Volatility 6M: |
|
81.29% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |