Goldman Sachs Put 85 SGSN 20.12.2024
/ DE000GG99177
Goldman Sachs Put 85 SGSN 20.12.2.../ DE000GG99177 /
| 18/07/2024 11:30:31 |
Chg.-0.040 |
Bid14:12:43 |
Ask14:12:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-6.56% |
0.560
Bid Size: 10,000 |
0.590
Ask Size: 3,000 |
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: |
-12.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.22 |
| Parity: |
0.49 |
| Time value: |
0.17 |
| Break-even: |
81.36 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.09 |
| Spread %: |
15.79% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-7.47 |
| Rho: |
-0.24 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-12.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.540 |
| 1M High / 1M Low: |
0.710 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.627 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
