Goldman Sachs Put 90 BIDU 16.08.2024
/ DE000GG6XMQ5
Goldman Sachs Put 90 BIDU 16.08.2.../ DE000GG6XMQ5 /
| 2024-07-26 9:08:03 AM |
Chg.-0.030 |
Bid5:49:45 PM |
Ask5:49:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-7.32% |
0.340
Bid Size: 50,000 |
0.350
Ask Size: 50,000 |
Baidu Inc |
90.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
GG6XMQ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.33 |
| Parity: |
0.20 |
| Time value: |
0.20 |
| Break-even: |
78.92 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.03 |
| Spread %: |
8.06% |
| Delta: |
-0.58 |
| Theta: |
-0.06 |
| Omega: |
-11.68 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.75% |
| 1 Month |
|
|
-19.15% |
| 3 Months |
|
|
+22.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.260 |
| 1M High / 1M Low: |
0.560 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
616.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
