Goldman Sachs Put 450 NOC 20.12.2024
/ DE000GJ2ASE2
Goldman Sachs Put 450 NOC 20.12.2.../ DE000GJ2ASE2 /
| 2024-11-12 7:24:26 PM |
Chg.+0.002 |
Bid8:50:07 PM |
Ask8:50:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.008EUR |
+33.33% |
0.008
Bid Size: 100,000 |
0.013
Ask Size: 100,000 |
Northrop Grumman Cor... |
450.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
GJ2ASE |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Northrop Grumman Corp Holding Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-08-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-312.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.16 |
| Parity: |
-0.78 |
| Time value: |
0.02 |
| Break-even: |
420.42 |
| Moneyness: |
0.84 |
| Premium: |
0.16 |
| Premium p.a.: |
3.16 |
| Spread abs.: |
0.01 |
| Spread %: |
166.67% |
| Delta: |
-0.06 |
| Theta: |
-0.09 |
| Omega: |
-18.99 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.008 |
| High: |
0.008 |
| Low: |
0.008 |
| Previous Close: |
0.006 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.89% |
| 1 Month |
|
|
-65.22% |
| 3 Months |
|
|
-90.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.019 |
0.006 |
| 1M High / 1M Low: |
0.025 |
0.006 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.011 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
