Goldman Sachs Put 7350 CAC 40 15.11.2024
/ DE000GJ5VZ93
Goldman Sachs Put 7350 CAC 40 15..../ DE000GJ5VZ93 /
| 2024-11-04 4:09:50 PM |
Chg.-0.29 |
Bid8:31:21 PM |
Ask8:31:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.90EUR |
-24.37% |
0.96
Bid Size: 50,000 |
0.97
Ask Size: 50,000 |
- |
7,350.00 EUR |
2024-11-15 |
Put |
Master data
| WKN: |
GJ5VZ9 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7,350.00 EUR |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-10-24 |
| Last trading day: |
2024-11-14 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-77.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.12 |
| Parity: |
-0.59 |
| Time value: |
0.95 |
| Break-even: |
7,255.00 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
-0.41 |
| Theta: |
-5.30 |
| Omega: |
-31.85 |
| Rho: |
-0.94 |
Quote data
| Open: |
0.85 |
| High: |
0.90 |
| Low: |
0.74 |
| Previous Close: |
1.19 |
| Turnover: |
3,600 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+80.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
0.34 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
