Goldman Sachs Put 800 RAA 20.12.2024
/ DE000GP4Q731
Goldman Sachs Put 800 RAA 20.12.2.../ DE000GP4Q731 /
2024-07-12 12:15:35 PM |
Chg.+0.010 |
Bid1:02:02 PM |
Ask1:02:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
+1.32% |
0.750 Bid Size: 10,000 |
0.800 Ask Size: 3,000 |
RATIONAL AG |
800.00 - |
2024-12-20 |
Put |
Master data
WKN: |
GP4Q73 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
RATIONAL AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
800.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-05-15 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-9.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.36 |
Historic volatility: |
0.27 |
Parity: |
0.32 |
Time value: |
0.53 |
Break-even: |
716.00 |
Moneyness: |
1.04 |
Premium: |
0.07 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.07 |
Spread %: |
9.09% |
Delta: |
-0.49 |
Theta: |
-0.18 |
Omega: |
-4.51 |
Rho: |
-2.04 |
Quote data
Open: |
0.770 |
High: |
0.770 |
Low: |
0.770 |
Previous Close: |
0.760 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.32% |
1 Month |
|
|
+37.50% |
3 Months |
|
|
-13.48% |
YTD |
|
|
-46.90% |
1 Year |
|
|
-57.22% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.800 |
0.760 |
1M High / 1M Low: |
0.800 |
0.520 |
6M High / 6M Low: |
1.420 |
0.520 |
High (YTD): |
2024-01-05 |
1.790 |
Low (YTD): |
2024-06-26 |
0.520 |
52W High: |
2023-10-27 |
2.800 |
52W Low: |
2024-06-26 |
0.520 |
Avg. price 1W: |
|
0.776 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.672 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.925 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.445 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
157.28% |
Volatility 6M: |
|
103.67% |
Volatility 1Y: |
|
86.44% |
Volatility 3Y: |
|
- |