Goldman Sachs Put 50 QIA 20.06.2025
/ DE000GG58R81
Goldman Sachs Put 50 QIA 20.06.20.../ DE000GG58R81 /
8/16/2024 11:35:31 AM |
Chg.-0.05 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.96EUR |
-4.95% |
- Bid Size: - |
- Ask Size: - |
QIAGEN NV |
50.00 EUR |
6/20/2025 |
Put |
Master data
WKN: |
GG58R8 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
QIAGEN NV |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
3/15/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.82 |
Implied volatility: |
0.40 |
Historic volatility: |
0.23 |
Parity: |
0.82 |
Time value: |
0.22 |
Break-even: |
39.60 |
Moneyness: |
1.20 |
Premium: |
0.05 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.05 |
Spread %: |
5.05% |
Delta: |
-0.59 |
Theta: |
-0.01 |
Omega: |
-2.37 |
Rho: |
-0.30 |
Quote data
Open: |
0.96 |
High: |
0.96 |
Low: |
0.96 |
Previous Close: |
1.01 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.80% |
1 Month |
|
|
-25.58% |
3 Months |
|
|
-1.03% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.04 |
1.01 |
1M High / 1M Low: |
1.32 |
0.96 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.03 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.14 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |