Goldman Sachs Put 900 LLY 19.07.2024
/ DE000GG9SUR0
Goldman Sachs Put 900 LLY 19.07.2.../ DE000GG9SUR0 /
7/12/2024 10:33:34 AM |
Chg.+0.060 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
+33.33% |
- Bid Size: - |
- Ask Size: - |
Eli Lilly and Co |
900.00 USD |
7/19/2024 |
Put |
Master data
WKN: |
GG9SUR |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Eli Lilly and Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
900.00 USD |
Maturity: |
7/19/2024 |
Issue date: |
6/19/2024 |
Last trading day: |
7/18/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-299.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.26 |
Parity: |
-4.44 |
Time value: |
0.29 |
Break-even: |
822.30 |
Moneyness: |
0.95 |
Premium: |
0.05 |
Premium p.a.: |
24.04 |
Spread abs.: |
0.20 |
Spread %: |
222.22% |
Delta: |
-0.13 |
Theta: |
-0.75 |
Omega: |
-39.91 |
Rho: |
-0.02 |
Quote data
Open: |
0.240 |
High: |
0.240 |
Low: |
0.240 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-86.89% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.800 |
0.180 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.426 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |