Goldman Sachs Put 520 GEBN 15.11.2024
/ DE000GJ5L737
Goldman Sachs Put 520 GEBN 15.11..../ DE000GJ5L737 /
| 2024-11-12 6:36:46 PM |
Chg.+0.019 |
Bid9:47:28 PM |
Ask9:47:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.050EUR |
+61.29% |
0.044
Bid Size: 10,000 |
0.074
Ask Size: 10,000 |
GEBERIT N |
520.00 CHF |
2024-11-15 |
Put |
Master data
| WKN: |
GJ5L73 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GEBERIT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 CHF |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-10-18 |
| Last trading day: |
2024-11-14 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-58.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.22 |
| Parity: |
-0.03 |
| Time value: |
0.10 |
| Break-even: |
544.59 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
12.99 |
| Spread abs.: |
0.03 |
| Spread %: |
46.15% |
| Delta: |
-0.45 |
| Theta: |
-1.78 |
| Omega: |
-26.30 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.050 |
| High: |
0.050 |
| Low: |
0.050 |
| Previous Close: |
0.031 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.71% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.061 |
0.031 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
