Goldman Sachs Put 11 FTE 21.06.2024
/ DE000GP47JZ9
Goldman Sachs Put 11 FTE 21.06.20.../ DE000GP47JZ9 /
| 5/17/2024 9:32:14 AM |
Chg.-0.140 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-20.00% |
-
Bid Size: - |
-
Ask Size: - |
ORANGE INH. ... |
11.00 - |
6/21/2024 |
Put |
Master data
| WKN: |
GP47JZ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
5/24/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.13 |
| Parity: |
0.19 |
| Time value: |
0.50 |
| Break-even: |
10.31 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.20 |
| Spread %: |
40.82% |
| Delta: |
-0.51 |
| Theta: |
-0.01 |
| Omega: |
-8.01 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-6.67% |
| 3 Months |
|
|
-12.50% |
| YTD |
|
|
-46.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.560 |
| 1M High / 1M Low: |
0.940 |
0.420 |
| 6M High / 6M Low: |
1.040 |
0.400 |
| High (YTD): |
4/16/2024 |
1.000 |
| Low (YTD): |
1/23/2024 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.741 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.719 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.88% |
| Volatility 6M: |
|
168.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
