Goldman Sachs Put 46 PAH3 19.07.2024
/ DE000GG8S6Z4
Goldman Sachs Put 46 PAH3 19.07.2.../ DE000GG8S6Z4 /
| 2024-07-03 9:06:05 AM |
Chg.-0.040 |
Bid1:02:26 PM |
Ask1:02:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-9.76% |
0.320
Bid Size: 50,000 |
0.330
Ask Size: 50,000 |
PORSCHE AUTOM.HLDG V... |
46.00 EUR |
2024-07-19 |
Put |
Master data
| WKN: |
GG8S6Z |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-29 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.21 |
| Parity: |
0.38 |
| Time value: |
0.05 |
| Break-even: |
41.77 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.05 |
| Spread %: |
13.40% |
| Delta: |
-0.78 |
| Theta: |
-0.04 |
| Omega: |
-7.75 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.78% |
| 1 Month |
|
|
+374.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.360 |
| 1M High / 1M Low: |
0.440 |
0.077 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.261 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
407.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
