Goldman Sachs Put 85 SGSN 20.12.2024
/ DE000GG99177
Goldman Sachs Put 85 SGSN 20.12.2.../ DE000GG99177 /
7/18/2024 11:30:31 AM |
Chg.-0.040 |
Bid1:48:07 PM |
Ask1:48:07 PM |
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 |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
6/7/2024 |
Last trading day: |
12/19/2024 |
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: |
|
- |