Goldman Sachs Put 75 SGSN 16.08.2024
/ DE000GG98VK8
Goldman Sachs Put 75 SGSN 16.08.2.../ DE000GG98VK8 /
| 18/07/2024 11:30:10 |
Chg.-0.005 |
Bid14:04:55 |
Ask14:04:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.032EUR |
-13.51% |
0.031
Bid Size: 10,000 |
0.061
Ask Size: 5,000 |
SGS N |
75.00 CHF |
16/08/2024 |
Put |
Master data
| WKN: |
GG98VK |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SGS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 CHF |
| Maturity: |
16/08/2024 |
| Issue date: |
07/06/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-96.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
-0.55 |
| Time value: |
0.09 |
| Break-even: |
76.75 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
1.53 |
| Spread abs.: |
0.05 |
| Spread %: |
168.75% |
| Delta: |
-0.20 |
| Theta: |
-0.03 |
| Omega: |
-19.27 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.032 |
| High: |
0.032 |
| Low: |
0.032 |
| Previous Close: |
0.037 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.57% |
| 1 Month |
|
|
-57.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.038 |
0.033 |
| 1M High / 1M Low: |
0.083 |
0.033 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
