Goldman Sachs Put 50 PAH3 19.07.2024
/ DE000GG7FPH2
Goldman Sachs Put 50 PAH3 19.07.2.../ DE000GG7FPH2 /
| 7/3/2024 10:57:47 AM |
Chg.-0.050 |
Bid3:18:05 PM |
Ask3:18:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-6.41% |
0.720
Bid Size: 50,000 |
0.740
Ask Size: 50,000 |
PORSCHE AUTOM.HLDG V... |
50.00 EUR |
7/19/2024 |
Put |
Master data
| WKN: |
GG7FPH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 EUR |
| Maturity: |
7/19/2024 |
| Issue date: |
4/25/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.21 |
| Parity: |
0.78 |
| Time value: |
0.04 |
| Break-even: |
41.80 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.05 |
| Spread %: |
6.49% |
| Delta: |
-0.84 |
| Theta: |
-0.05 |
| Omega: |
-4.33 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.39% |
| 1 Month |
|
|
+217.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.750 |
| 1M High / 1M Low: |
0.820 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.572 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
