Goldman Sachs Put 700 URI 20.09.2024
/ DE000GG2YHJ7
Goldman Sachs Put 700 URI 20.09.2.../ DE000GG2YHJ7 /
| 8/9/2024 9:45:31 AM |
Chg.-0.66 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.89EUR |
-14.51% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
700.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
GG2YHJ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
700.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.33 |
| Parity: |
0.36 |
| Time value: |
3.31 |
| Break-even: |
604.57 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.30 |
| Spread %: |
8.90% |
| Delta: |
-0.48 |
| Theta: |
-0.41 |
| Omega: |
-8.27 |
| Rho: |
-0.38 |
Quote data
| Open: |
3.89 |
| High: |
3.89 |
| Low: |
3.89 |
| Previous Close: |
4.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.38% |
| 1 Month |
|
|
-42.71% |
| 3 Months |
|
|
-25.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.21 |
3.89 |
| 1M High / 1M Low: |
6.79 |
1.24 |
| 6M High / 6M Low: |
9.51 |
1.24 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
727.99% |
| Volatility 6M: |
|
331.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
