Goldman Sachs Put 800 RAA 20.12.2024
/ DE000GP4Q731
Goldman Sachs Put 800 RAA 20.12.2.../ DE000GP4Q731 /
09/08/2024 10:54:01 |
Chg.-0.040 |
Bid11:35:00 |
Ask11:35:00 |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
-10.53% |
0.350 Bid Size: 10,000 |
0.400 Ask Size: 3,000 |
RATIONAL AG |
800.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
15/05/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-21.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.28 |
Parity: |
-0.67 |
Time value: |
0.41 |
Break-even: |
759.00 |
Moneyness: |
0.92 |
Premium: |
0.12 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.07 |
Spread %: |
20.59% |
Delta: |
-0.30 |
Theta: |
-0.22 |
Omega: |
-6.30 |
Rho: |
-1.09 |
Quote data
Open: |
0.340 |
High: |
0.340 |
Low: |
0.340 |
Previous Close: |
0.380 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-54.05% |
1 Month |
|
|
-57.50% |
3 Months |
|
|
-52.78% |
YTD |
|
|
-76.55% |
1 Year |
|
|
-81.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.800 |
0.350 |
1M High / 1M Low: |
0.800 |
0.350 |
6M High / 6M Low: |
1.390 |
0.350 |
High (YTD): |
05/01/2024 |
1.790 |
Low (YTD): |
07/08/2024 |
0.350 |
52W High: |
27/10/2023 |
2.800 |
52W Low: |
07/08/2024 |
0.350 |
Avg. price 1W: |
|
0.568 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.663 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.822 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.355 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
208.88% |
Volatility 6M: |
|
132.25% |
Volatility 1Y: |
|
103.28% |
Volatility 3Y: |
|
- |