Goldman Sachs Put 800 LLY 19.07.2024
/ DE000GG5ZQ21
Goldman Sachs Put 800 LLY 19.07.2.../ DE000GG5ZQ21 /
| 04/07/2024 10:59:39 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
800.00 - |
19/07/2024 |
Put |
Master data
| WKN: |
GG5ZQ2 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
800.00 - |
| Maturity: |
19/07/2024 |
| Issue date: |
02/04/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-413.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.27 |
| Parity: |
-4.37 |
| Time value: |
0.20 |
| Break-even: |
797.96 |
| Moneyness: |
0.95 |
| Premium: |
0.05 |
| Premium p.a.: |
3.41 |
| Spread abs.: |
0.20 |
| Spread %: |
5,000.00% |
| Delta: |
-0.11 |
| Theta: |
-0.26 |
| Omega: |
-45.11 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.50% |
| 1 Month |
|
|
-87.13% |
| 3 Months |
|
|
-97.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.050 |
| 1M High / 1M Low: |
1.010 |
0.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.308 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
453.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
