Goldman Sachs Put 80 TSM 16.08.2024
/ DE000GG4ZGN4
Goldman Sachs Put 80 TSM 16.08.20.../ DE000GG4ZGN4 /
| 05/08/2024 10:53:54 |
Chg.+0.005 |
Bid21:43:38 |
Ask21:43:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
+71.43% |
0.015
Bid Size: 10,000 |
0.045
Ask Size: 10,000 |
Taiwan Semiconductor... |
80.00 USD |
16/08/2024 |
Put |
Master data
| WKN: |
GG4ZGN |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
11/03/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-343.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.94 |
| Historic volatility: |
0.32 |
| Parity: |
-6.40 |
| Time value: |
0.04 |
| Break-even: |
72.92 |
| Moneyness: |
0.53 |
| Premium: |
0.47 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.03 |
| Spread %: |
300.00% |
| Delta: |
-0.02 |
| Theta: |
-0.10 |
| Omega: |
-7.15 |
| Rho: |
0.00 |
Quote data
| Open: |
0.012 |
| High: |
0.012 |
| Low: |
0.012 |
| Previous Close: |
0.007 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
-57.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.010 |
0.007 |
| 1M High / 1M Low: |
0.013 |
0.004 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.009 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.009 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
584.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
