Goldman Sachs Put 650 URI 20.09.2024
/ DE000GG9N6P9
Goldman Sachs Put 650 URI 20.09.2.../ DE000GG9N6P9 /
| 2024-06-25 9:51:52 AM |
Chg.- |
Bid2:15:41 PM |
Ask2:15:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.10EUR |
- |
4.96
Bid Size: 1,000 |
5.26
Ask Size: 500 |
United Rentals |
650.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
GG9N6P |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
650.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-06-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.43 |
| Intrinsic value: |
1.89 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.32 |
| Parity: |
1.89 |
| Time value: |
2.74 |
| Break-even: |
562.32 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.30 |
| Spread %: |
6.93% |
| Delta: |
-0.52 |
| Theta: |
-0.19 |
| Omega: |
-6.66 |
| Rho: |
-0.83 |
Quote data
| Open: |
4.10 |
| High: |
4.10 |
| Low: |
4.10 |
| Previous Close: |
4.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.43% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.78 |
4.10 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.40 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |
