Goldman Sachs Put 800 ASME 20.12.2024
/ DE000GZ7CXS7
Goldman Sachs Put 800 ASME 20.12..../ DE000GZ7CXS7 /
30/08/2024 09:21:57 |
Chg.+0.32 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
5.95EUR |
+5.68% |
- Bid Size: - |
- Ask Size: - |
ASML HOLDING EO -... |
800.00 - |
20/12/2024 |
Put |
Master data
WKN: |
GZ7CXS |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
800.00 - |
Maturity: |
20/12/2024 |
Issue date: |
19/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-13.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.34 |
Parity: |
-1.20 |
Time value: |
5.94 |
Break-even: |
740.60 |
Moneyness: |
0.99 |
Premium: |
0.09 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.91 |
Spread %: |
18.09% |
Delta: |
-0.41 |
Theta: |
-0.27 |
Omega: |
-5.60 |
Rho: |
-1.19 |
Quote data
Open: |
5.95 |
High: |
5.95 |
Low: |
5.95 |
Previous Close: |
5.63 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.63% |
1 Month |
|
|
+32.22% |
3 Months |
|
|
+33.11% |
YTD |
|
|
-56.76% |
1 Year |
|
|
-69.66% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.58 |
5.63 |
1M High / 1M Low: |
10.94 |
4.40 |
6M High / 6M Low: |
10.94 |
1.72 |
High (YTD): |
04/01/2024 |
16.91 |
Low (YTD): |
15/07/2024 |
1.72 |
52W High: |
26/09/2023 |
25.93 |
52W Low: |
15/07/2024 |
1.72 |
Avg. price 1W: |
|
6.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.59 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.93 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
10.88 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
412.93% |
Volatility 6M: |
|
258.30% |
Volatility 1Y: |
|
190.97% |
Volatility 3Y: |
|
- |