Goldman Sachs Put 85 SGSN 16.08.2024
/ DE000GG98UY1
Goldman Sachs Put 85 SGSN 16.08.2.../ DE000GG98UY1 /
| 7/18/2024 11:30:01 AM |
Chg.-0.050 |
Bid3:57:11 PM |
Ask3:57:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-11.11% |
0.370
Bid Size: 10,000 |
0.400
Ask Size: 5,000 |
SGS N |
85.00 CHF |
8/16/2024 |
Put |
Master data
| WKN: |
GG98UY |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SGS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 CHF |
| Maturity: |
8/16/2024 |
| Issue date: |
6/7/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.22 |
| Parity: |
0.49 |
| Time value: |
0.01 |
| Break-even: |
83.01 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.05 |
| Spread %: |
11.24% |
| Delta: |
-0.84 |
| Theta: |
-0.01 |
| Omega: |
-14.17 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.370 |
| 1M High / 1M Low: |
0.600 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.469 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
