Goldman Sachs Put 7.5 PSM 16.08.2024
/ DE000GG8WUJ1
Goldman Sachs Put 7.5 PSM 16.08.2.../ DE000GG8WUJ1 /
| 8/2/2024 11:29:09 AM |
Chg.+0.03 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
+2.31% |
-
Bid Size: - |
-
Ask Size: - |
PROSIEBENSAT.1 NA O... |
7.50 EUR |
8/16/2024 |
Put |
Master data
| WKN: |
GG8WUJ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
PROSIEBENSAT.1 NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7.50 EUR |
| Maturity: |
8/16/2024 |
| Issue date: |
5/31/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
1.47 |
| Historic volatility: |
0.45 |
| Parity: |
1.35 |
| Time value: |
0.26 |
| Break-even: |
5.90 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
2.13 |
| Spread abs.: |
0.38 |
| Spread %: |
31.15% |
| Delta: |
-0.72 |
| Theta: |
-0.02 |
| Omega: |
-2.75 |
| Rho: |
0.00 |
Quote data
| Open: |
1.33 |
| High: |
1.33 |
| Low: |
1.33 |
| Previous Close: |
1.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.66% |
| 1 Month |
|
|
+46.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.12 |
| 1M High / 1M Low: |
1.38 |
0.66 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
323.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
