Goldman Sachs Put 900 COST 20.12.2024
/ DE000GG9VAJ3
Goldman Sachs Put 900 COST 20.12..../ DE000GG9VAJ3 /
| 06/11/2024 10:50:49 |
Chg.-0.54 |
Bid20:12:07 |
Ask20:12:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.04EUR |
-15.08% |
2.90
Bid Size: 10,000 |
2.95
Ask Size: 10,000 |
Costco Wholesale Cor... |
900.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
GG9VAJ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Costco Wholesale Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
900.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
20/06/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-24.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
0.90 |
| Time value: |
2.46 |
| Break-even: |
789.52 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.07 |
| Spread %: |
2.13% |
| Delta: |
-0.51 |
| Theta: |
-0.31 |
| Omega: |
-12.40 |
| Rho: |
-0.54 |
Quote data
| Open: |
3.04 |
| High: |
3.04 |
| Low: |
3.04 |
| Previous Close: |
3.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.61% |
| 1 Month |
|
|
-28.81% |
| 3 Months |
|
|
-69.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.23 |
3.56 |
| 1M High / 1M Low: |
4.48 |
2.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
