Goldman Sachs Put 80 ENPH 20.12.2024
/ DE000GQ9K7F0
Goldman Sachs Put 80 ENPH 20.12.2.../ DE000GQ9K7F0 /
10/10/2024 13:29:55 |
Chg.-0.040 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
-12.50% |
- Bid Size: - |
- Ask Size: - |
Enphase Energy Inc |
80.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
GQ9K7F |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Enphase Energy Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
25/06/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-28.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.79 |
Historic volatility: |
0.57 |
Parity: |
-2.31 |
Time value: |
0.34 |
Break-even: |
69.72 |
Moneyness: |
0.76 |
Premium: |
0.28 |
Premium p.a.: |
2.50 |
Spread abs.: |
0.05 |
Spread %: |
17.24% |
Delta: |
-0.16 |
Theta: |
-0.06 |
Omega: |
-4.60 |
Rho: |
-0.04 |
Quote data
Open: |
0.280 |
High: |
0.280 |
Low: |
0.280 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.67% |
1 Month |
|
|
-15.15% |
3 Months |
|
|
-51.72% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.280 |
1M High / 1M Low: |
0.350 |
0.190 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.300 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.259 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
176.73% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |