Goldman Sachs Put 60 ENPH 15.11.2024
/ DE000GG9XJ44
Goldman Sachs Put 60 ENPH 15.11.2.../ DE000GG9XJ44 /
14/11/2024 09:47:16 |
Chg.-0.050 |
Bid19:58:46 |
Ask19:58:46 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
-31.25% |
0.018 Bid Size: 20,000 |
0.048 Ask Size: 20,000 |
Enphase Energy Inc |
60.00 USD |
15/11/2024 |
Put |
Master data
WKN: |
GG9XJ4 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Enphase Energy Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 USD |
Maturity: |
15/11/2024 |
Issue date: |
21/06/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-28.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.87 |
Historic volatility: |
0.59 |
Parity: |
-0.04 |
Time value: |
0.20 |
Break-even: |
54.75 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.10 |
Spread %: |
96.15% |
Delta: |
-0.45 |
Theta: |
-1.11 |
Omega: |
-12.72 |
Rho: |
0.00 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.160 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+266.67% |
1 Month |
|
|
+175.00% |
3 Months |
|
|
+37.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.010 |
1M High / 1M Low: |
0.160 |
0.010 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.080 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.045 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
4,128.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |