Goldman Sachs Put 80 ENPH 20.12.2024
/ DE000GQ9K7F0
Goldman Sachs Put 80 ENPH 20.12.2.../ DE000GQ9K7F0 /
| 14/11/2024 09:16:32 |
Chg.0.00 |
Bid19:43:24 |
Ask19:43:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.93EUR |
0.00% |
1.58
Bid Size: 30,000 |
1.59
Ask Size: 30,000 |
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: |
-2.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.59 |
| Parity: |
1.86 |
| Time value: |
0.11 |
| Break-even: |
56.02 |
| Moneyness: |
1.32 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.07 |
| Spread %: |
3.68% |
| Delta: |
-0.82 |
| Theta: |
-0.05 |
| Omega: |
-2.37 |
| Rho: |
-0.07 |
Quote data
| Open: |
1.93 |
| High: |
1.93 |
| Low: |
1.93 |
| Previous Close: |
1.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+206.35% |
| 1 Month |
|
|
+484.85% |
| 3 Months |
|
|
+421.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.08 |
| 1M High / 1M Low: |
1.93 |
0.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
416.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
