Goldman Sachs Put 50 SRE 20.12.2024
/ DE000GJ2H2Z6
Goldman Sachs Put 50 SRE 20.12.20.../ DE000GJ2H2Z6 /
| 11/1/2024 9:32:52 AM |
Chg.- |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Sempra |
50.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
GJ2H2Z |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
8/20/2024 |
| Last trading day: |
11/4/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-40.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.54 |
| Historic volatility: |
0.18 |
| Parity: |
-3.68 |
| Time value: |
0.21 |
| Break-even: |
44.26 |
| Moneyness: |
0.56 |
| Premium: |
0.47 |
| Premium p.a.: |
27.07 |
| Spread abs.: |
0.20 |
| Spread %: |
3,333.33% |
| Delta: |
-0.08 |
| Theta: |
-0.08 |
| Omega: |
-3.33 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.010 |
| High: |
0.010 |
| Low: |
0.010 |
| Previous Close: |
0.001 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+150.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.010 |
0.010 |
| 1M High / 1M Low: |
0.010 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.005 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
3,795.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
