Goldman Sachs Put 50 GM 20.09.2024
/ DE000GP7ZN56
Goldman Sachs Put 50 GM 20.09.202.../ DE000GP7ZN56 /
17/09/2024 10:58:51 |
Chg.-0.050 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
-15.15% |
- Bid Size: - |
- Ask Size: - |
General Motors Compa... |
50.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
GP7ZN5 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
General Motors Company |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
17/07/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.28 |
Implied volatility: |
0.66 |
Historic volatility: |
0.27 |
Parity: |
0.28 |
Time value: |
0.02 |
Break-even: |
41.94 |
Moneyness: |
1.07 |
Premium: |
0.00 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.01 |
Spread %: |
3.46% |
Delta: |
-0.85 |
Theta: |
-0.09 |
Omega: |
-11.98 |
Rho: |
0.00 |
Quote data
Open: |
0.280 |
High: |
0.280 |
Low: |
0.280 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.69% |
1 Month |
|
|
-39.13% |
3 Months |
|
|
-24.32% |
YTD |
|
|
-77.60% |
1 Year |
|
|
-81.94% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.280 |
1M High / 1M Low: |
0.450 |
0.110 |
6M High / 6M Low: |
0.890 |
0.110 |
High (YTD): |
18/01/2024 |
1.430 |
Low (YTD): |
03/09/2024 |
0.110 |
52W High: |
09/11/2023 |
2.180 |
52W Low: |
03/09/2024 |
0.110 |
Avg. price 1W: |
|
0.335 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.256 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.487 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.994 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
458.95% |
Volatility 6M: |
|
252.71% |
Volatility 1Y: |
|
185.43% |
Volatility 3Y: |
|
- |