Goldman Sachs Put 796.91 RAA 20.12.2024
/ DE000GP30EL6
Goldman Sachs Put 796.91 RAA 20.1.../ DE000GP30EL6 /
9/13/2024 4:15:43 PM |
Chg.-0.020 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
-8.00% |
- Bid Size: - |
- Ask Size: - |
RATIONAL AG |
796.91 - |
12/20/2024 |
Put |
Master data
WKN: |
GP30EL |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
RATIONAL AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
796.91 - |
Maturity: |
12/20/2024 |
Issue date: |
4/20/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-27.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.28 |
Parity: |
-0.78 |
Time value: |
0.32 |
Break-even: |
765.11 |
Moneyness: |
0.91 |
Premium: |
0.13 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.07 |
Spread %: |
28.23% |
Delta: |
-0.27 |
Theta: |
-0.27 |
Omega: |
-7.41 |
Rho: |
-0.72 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.86% |
1 Month |
|
|
-30.30% |
3 Months |
|
|
-61.02% |
YTD |
|
|
-83.92% |
1 Year |
|
|
-88.27% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.250 |
1M High / 1M Low: |
0.330 |
0.220 |
6M High / 6M Low: |
1.130 |
0.220 |
High (YTD): |
1/5/2024 |
1.770 |
Low (YTD): |
8/30/2024 |
0.220 |
52W High: |
10/27/2023 |
2.780 |
52W Low: |
8/30/2024 |
0.220 |
Avg. price 1W: |
|
0.256 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.251 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.641 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.196 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
115.41% |
Volatility 6M: |
|
142.11% |
Volatility 1Y: |
|
112.41% |
Volatility 3Y: |
|
- |