Goldman Sachs Put 9 BOY 20.12.2024
/ DE000GG3ARU1
Goldman Sachs Put 9 BOY 20.12.202.../ DE000GG3ARU1 /
03/09/2024 09:53:53 |
Chg.- |
Bid15:52:38 |
Ask15:52:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
- |
0.580 Bid Size: 20,000 |
0.600 Ask Size: 5,000 |
BCO BIL.VIZ.ARG.NOM.... |
9.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
GG3ARU |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
9.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
02/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-16.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.25 |
Parity: |
-0.28 |
Time value: |
0.55 |
Break-even: |
8.45 |
Moneyness: |
0.97 |
Premium: |
0.09 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.20 |
Spread %: |
57.47% |
Delta: |
-0.38 |
Theta: |
0.00 |
Omega: |
-6.44 |
Rho: |
-0.01 |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.400 |
Previous Close: |
0.400 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.11% |
1 Month |
|
|
-39.39% |
3 Months |
|
|
-32.20% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.400 |
1M High / 1M Low: |
0.960 |
0.400 |
6M High / 6M Low: |
0.960 |
0.300 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.414 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.592 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.503 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.72% |
Volatility 6M: |
|
179.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |