Goldman Sachs Put 11 FTE 20.09.2024
/ DE000GQ565R1
Goldman Sachs Put 11 FTE 20.09.20.../ DE000GQ565R1 /
| 6/7/2024 10:21:46 AM |
Chg.+0.190 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+31.67% |
-
Bid Size: - |
-
Ask Size: - |
ORANGE INH. ... |
11.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
9/22/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.14 |
| Parity: |
0.94 |
| Time value: |
0.07 |
| Break-even: |
9.99 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.15 |
| Spread %: |
17.44% |
| Delta: |
-0.73 |
| Theta: |
0.00 |
| Omega: |
-7.26 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.18% |
| 1 Month |
|
|
-3.66% |
| 3 Months |
|
|
-15.96% |
| YTD |
|
|
-29.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.480 |
| 1M High / 1M Low: |
0.820 |
0.480 |
| 6M High / 6M Low: |
1.120 |
0.480 |
| High (YTD): |
4/16/2024 |
1.050 |
| Low (YTD): |
6/5/2024 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.716 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.794 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.70% |
| Volatility 6M: |
|
147.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
