Goldman Sachs Put 800 URI 20.09.2024
/ DE000GG5PFW5
Goldman Sachs Put 800 URI 20.09.2.../ DE000GG5PFW5 /
| 2024-07-26 4:32:23 PM |
Chg.-3.39 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.30EUR |
-39.01% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
800.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
GG5PFW |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
800.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.96 |
| Intrinsic value: |
4.40 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.33 |
| Parity: |
4.40 |
| Time value: |
2.05 |
| Break-even: |
672.44 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.30 |
| Spread %: |
4.88% |
| Delta: |
-0.62 |
| Theta: |
-0.30 |
| Omega: |
-6.69 |
| Rho: |
-0.75 |
Quote data
| Open: |
5.30 |
| High: |
5.30 |
| Low: |
5.30 |
| Previous Close: |
8.69 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.11% |
| 1 Month |
|
|
-68.15% |
| 3 Months |
|
|
-54.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.85 |
5.30 |
| 1M High / 1M Low: |
16.14 |
5.30 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
