Goldman Sachs Put 700 ASME 20.12.2024
/ DE000GP9ZLU7
Goldman Sachs Put 700 ASME 20.12..../ DE000GP9ZLU7 /
26/07/2024 10:09:37 |
Chg.-0.31 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
2.66EUR |
-10.44% |
- Bid Size: - |
- Ask Size: - |
ASML HOLDING EO -... |
700.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
GP9ZLU |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
700.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
26/07/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-27.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.57 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.31 |
Parity: |
-12.05 |
Time value: |
3.01 |
Break-even: |
669.90 |
Moneyness: |
0.85 |
Premium: |
0.18 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.50 |
Spread %: |
19.92% |
Delta: |
-0.21 |
Theta: |
-0.20 |
Omega: |
-5.85 |
Rho: |
-0.82 |
Quote data
Open: |
2.66 |
High: |
2.66 |
Low: |
2.66 |
Previous Close: |
2.97 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.71% |
1 Month |
|
|
+107.81% |
3 Months |
|
|
-13.07% |
YTD |
|
|
-65.59% |
1 Year |
|
|
-77.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.97 |
1.77 |
1M High / 1M Low: |
2.97 |
0.71 |
6M High / 6M Low: |
4.00 |
0.71 |
High (YTD): |
05/01/2024 |
9.87 |
Low (YTD): |
15/07/2024 |
0.71 |
52W High: |
26/09/2023 |
16.99 |
52W Low: |
15/07/2024 |
0.71 |
Avg. price 1W: |
|
2.25 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.40 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.36 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
7.17 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
376.23% |
Volatility 6M: |
|
209.04% |
Volatility 1Y: |
|
160.91% |
Volatility 3Y: |
|
- |