Goldman Sachs Put 60 NKE 17.01.2025
/ DE000GZ981A5
Goldman Sachs Put 60 NKE 17.01.20.../ DE000GZ981A5 /
11/14/2024 10:47:13 AM |
Chg.-0.002 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.028EUR |
-6.67% |
- Bid Size: - |
- Ask Size: - |
NIKE INC. B |
60.00 - |
1/17/2025 |
Put |
Master data
WKN: |
GZ981A |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
NIKE INC. B |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 - |
Maturity: |
1/17/2025 |
Issue date: |
2/27/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-94.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.31 |
Parity: |
-1.24 |
Time value: |
0.08 |
Break-even: |
59.23 |
Moneyness: |
0.83 |
Premium: |
0.18 |
Premium p.a.: |
1.60 |
Spread abs.: |
0.05 |
Spread %: |
185.19% |
Delta: |
-0.12 |
Theta: |
-0.02 |
Omega: |
-10.88 |
Rho: |
-0.02 |
Quote data
Open: |
0.028 |
High: |
0.028 |
Low: |
0.028 |
Previous Close: |
0.030 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.71% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-68.89% |
YTD |
|
|
-60.00% |
1 Year |
|
|
-68.89% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.033 |
0.030 |
1M High / 1M Low: |
0.041 |
0.021 |
6M High / 6M Low: |
0.190 |
0.021 |
High (YTD): |
8/8/2024 |
0.190 |
Low (YTD): |
10/17/2024 |
0.021 |
52W High: |
8/8/2024 |
0.190 |
52W Low: |
10/17/2024 |
0.021 |
Avg. price 1W: |
|
0.031 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.030 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.068 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.068 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
171.93% |
Volatility 6M: |
|
347.17% |
Volatility 1Y: |
|
268.82% |
Volatility 3Y: |
|
- |