Goldman Sachs Put 70 6MK 20.09.2024
/ DE000GG3N1L5
Goldman Sachs Put 70 6MK 20.09.20.../ DE000GG3N1L5 /
8/2/2024 10:04:13 AM |
Chg.- |
Bid5:45:37 PM |
Ask5:45:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.005EUR |
- |
0.008 Bid Size: 50,000 |
0.015 Ask Size: 50,000 |
MERCK CO. D... |
70.00 - |
9/20/2024 |
Put |
Master data
WKN: |
GG3N1L |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 - |
Maturity: |
9/20/2024 |
Issue date: |
2/12/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-406.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.64 |
Historic volatility: |
0.18 |
Parity: |
-3.56 |
Time value: |
0.03 |
Break-even: |
69.74 |
Moneyness: |
0.66 |
Premium: |
0.34 |
Premium p.a.: |
9.17 |
Spread abs.: |
0.02 |
Spread %: |
333.33% |
Delta: |
-0.03 |
Theta: |
-0.02 |
Omega: |
-10.65 |
Rho: |
0.00 |
Quote data
Open: |
0.005 |
High: |
0.005 |
Low: |
0.005 |
Previous Close: |
0.004 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+66.67% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-44.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.005 |
0.002 |
1M High / 1M Low: |
0.010 |
0.002 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.004 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.004 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
627.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |