Goldman Sachs Put 50.04 QIA 20.06.2025
/ DE000GP76YF9
Goldman Sachs Put 50.04 QIA 20.06.../ DE000GP76YF9 /
| 7/29/2024 10:39:24 AM |
Chg.-0.12 |
Bid1:38:24 PM |
Ask1:38:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-9.76% |
1.09
Bid Size: 10,000 |
1.14
Ask Size: 3,000 |
QIAGEN NV |
50.04 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
GP76YF |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
QIAGEN NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.04 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
6/29/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10.01:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.23 |
| Parity: |
1.09 |
| Time value: |
0.16 |
| Break-even: |
37.53 |
| Moneyness: |
1.28 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
4.17% |
| Delta: |
-0.63 |
| Theta: |
-0.01 |
| Omega: |
-1.98 |
| Rho: |
-0.33 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.28% |
| 1 Month |
|
|
-9.02% |
| 3 Months |
|
|
-9.76% |
| YTD |
|
|
-0.89% |
| 1 Year |
|
|
+11.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
1.23 |
| 1M High / 1M Low: |
1.32 |
1.19 |
| 6M High / 6M Low: |
1.41 |
0.95 |
| High (YTD): |
4/18/2024 |
1.41 |
| Low (YTD): |
6/18/2024 |
0.95 |
| 52W High: |
10/30/2023 |
1.66 |
| 52W Low: |
8/30/2023 |
0.94 |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.18 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
47.59% |
| Volatility 6M: |
|
59.56% |
| Volatility 1Y: |
|
53.59% |
| Volatility 3Y: |
|
- |
