Goldman Sachs Put 60 SGSN 20.09.2024
/ DE000GQ7QTZ1
Goldman Sachs Put 60 SGSN 20.09.2.../ DE000GQ7QTZ1 /
16/08/2024 09:48:14 |
Chg.-0.001 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.004EUR |
-20.00% |
- Bid Size: - |
- Ask Size: - |
SGS N |
60.00 CHF |
20/09/2024 |
Put |
Master data
WKN: |
GQ7QTZ |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SGS N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 CHF |
Maturity: |
20/09/2024 |
Issue date: |
20/10/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-131.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.98 |
Historic volatility: |
0.25 |
Parity: |
-3.42 |
Time value: |
0.07 |
Break-even: |
62.07 |
Moneyness: |
0.65 |
Premium: |
0.36 |
Premium p.a.: |
26.19 |
Spread abs.: |
0.07 |
Spread %: |
1,750.00% |
Delta: |
-0.05 |
Theta: |
-0.05 |
Omega: |
-7.01 |
Rho: |
-0.01 |
Quote data
Open: |
0.004 |
High: |
0.004 |
Low: |
0.004 |
Previous Close: |
0.005 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-50.00% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-83.33% |
YTD |
|
|
-97.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.010 |
0.004 |
1M High / 1M Low: |
0.013 |
0.003 |
6M High / 6M Low: |
0.049 |
0.003 |
High (YTD): |
10/01/2024 |
0.180 |
Low (YTD): |
02/08/2024 |
0.003 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.007 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.007 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.023 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
726.09% |
Volatility 6M: |
|
318.27% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |