Goldman Sachs Put 80 SGSN 19.07.2024
/ DE000GG991Y7
Goldman Sachs Put 80 SGSN 19.07.2.../ DE000GG991Y7 /
7/17/2024 11:04:14 AM |
Chg.- |
Bid9:58:46 AM |
Ask9:58:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.018EUR |
- |
0.010 Bid Size: 20,000 |
0.040 Ask Size: 20,000 |
SGS N |
80.00 CHF |
7/19/2024 |
Put |
Master data
WKN: |
GG991Y |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SGS N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 CHF |
Maturity: |
7/19/2024 |
Issue date: |
6/7/2024 |
Last trading day: |
7/18/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-98.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.57 |
Historic volatility: |
0.22 |
Parity: |
-0.03 |
Time value: |
0.08 |
Break-even: |
81.94 |
Moneyness: |
1.00 |
Premium: |
0.01 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.08 |
Spread %: |
833.33% |
Delta: |
-0.44 |
Theta: |
-0.49 |
Omega: |
-43.72 |
Rho: |
0.00 |
Quote data
Open: |
0.018 |
High: |
0.018 |
Low: |
0.018 |
Previous Close: |
0.021 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-45.45% |
1 Month |
|
|
-83.64% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.033 |
0.015 |
1M High / 1M Low: |
0.150 |
0.015 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.023 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.081 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
472.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |