Goldman Sachs Put 70 SGSN 20.09.2024
/ DE000GQ8ZK72
Goldman Sachs Put 70 SGSN 20.09.2.../ DE000GQ8ZK72 /
| 18/07/2024 10:37:38 |
Chg.-0.001 |
Bid15:57:11 |
Ask15:57:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.028EUR |
-3.45% |
0.026
Bid Size: 10,000 |
0.056
Ask Size: 3,000 |
SGS N |
70.00 CHF |
20/09/2024 |
Put |
Master data
| WKN: |
GQ8ZK7 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SGS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
16/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-103.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
-1.07 |
| Time value: |
0.08 |
| Break-even: |
71.63 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
0.05 |
| Spread %: |
196.30% |
| Delta: |
-0.13 |
| Theta: |
-0.02 |
| Omega: |
-13.68 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.028 |
| High: |
0.028 |
| Low: |
0.028 |
| Previous Close: |
0.029 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.70% |
| 1 Month |
|
|
-56.25% |
| 3 Months |
|
|
-72.00% |
| YTD |
|
|
-93.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.030 |
0.025 |
| 1M High / 1M Low: |
0.071 |
0.025 |
| 6M High / 6M Low: |
0.410 |
0.025 |
| High (YTD): |
10/01/2024 |
0.550 |
| Low (YTD): |
12/07/2024 |
0.025 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.042 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.102 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.47% |
| Volatility 6M: |
|
168.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
