Goldman Sachs Put 5200 SX5E 12.07.2024
/ DE000GG81VK4
Goldman Sachs Put 5200 SX5E 12.07.../ DE000GG81VK4 /
| 2024-06-28 4:18:15 PM |
Chg.+0.14 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.92EUR |
+5.04% |
-
Bid Size: - |
-
Ask Size: - |
DJ EURO STOXX 50 EUR... |
5,200.00 EUR |
2024-07-12 |
Put |
Master data
| WKN: |
GG81VK |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
DJ EURO STOXX 50 EUR Price |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,200.00 EUR |
| Maturity: |
2024-07-12 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2024-07-11 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-16.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.79 |
| Intrinsic value: |
2.86 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.13 |
| Parity: |
2.86 |
| Time value: |
0.07 |
| Break-even: |
4,907.00 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
1.74% |
| Delta: |
-0.87 |
| Theta: |
-1.26 |
| Omega: |
-14.66 |
| Rho: |
-1.76 |
Quote data
| Open: |
2.79 |
| High: |
2.92 |
| Low: |
2.79 |
| Previous Close: |
2.78 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.46% |
| 1 Month |
|
|
+102.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.85 |
2.39 |
| 1M High / 1M Low: |
3.28 |
1.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
362.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
