Goldman Sachs Put 11 FTE 20.09.2024
/ DE000GQ565R1
Goldman Sachs Put 11 FTE 20.09.20.../ DE000GQ565R1 /
| 2024-05-17 10:34:10 AM |
Chg.-0.100 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-13.33% |
-
Bid Size: - |
-
Ask Size: - |
ORANGE INH. ... |
11.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
GQ565R |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.13 |
| Parity: |
0.24 |
| Time value: |
0.59 |
| Break-even: |
10.18 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.15 |
| Spread %: |
22.39% |
| Delta: |
-0.48 |
| Theta: |
0.00 |
| Omega: |
-6.34 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.47% |
| 1 Month |
|
|
-30.11% |
| 3 Months |
|
|
-18.75% |
| YTD |
|
|
-41.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.720 |
| 1M High / 1M Low: |
1.000 |
0.530 |
| 6M High / 6M Low: |
1.120 |
0.490 |
| High (YTD): |
2024-04-16 |
1.050 |
| Low (YTD): |
2024-01-23 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.756 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.825 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.792 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.47% |
| Volatility 6M: |
|
129.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
