Goldman Sachs Put 85 SGSN 20.12.2024
/ DE000GG99177
Goldman Sachs Put 85 SGSN 20.12.2.../ DE000GG99177 /
27/09/2024 21:50:54 |
Chg.+0.030 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
+42.86% |
- Bid Size: - |
- Ask Size: - |
SGS N |
85.00 CHF |
20/12/2024 |
Put |
Master data
WKN: |
GG9917 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SGS N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
85.00 CHF |
Maturity: |
20/12/2024 |
Issue date: |
07/06/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-83.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
-1.25 |
Time value: |
0.12 |
Break-even: |
88.66 |
Moneyness: |
0.88 |
Premium: |
0.13 |
Premium p.a.: |
0.73 |
Spread abs.: |
0.05 |
Spread %: |
69.44% |
Delta: |
-0.15 |
Theta: |
-0.02 |
Omega: |
-12.60 |
Rho: |
-0.04 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.100 |
Previous Close: |
0.070 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.09% |
1 Month |
|
|
-28.57% |
3 Months |
|
|
-85.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.066 |
1M High / 1M Low: |
0.150 |
0.066 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.089 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.122 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |