Goldman Sachs Put 110 6MK 20.09.2024
/ DE000GG0N7A8
Goldman Sachs Put 110 6MK 20.09.2.../ DE000GG0N7A8 /
2024-06-21 9:14:20 AM |
Chg.-0.008 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.050EUR |
-13.79% |
- Bid Size: - |
- Ask Size: - |
MERCK CO. D... |
110.00 - |
2024-09-20 |
Put |
Master data
WKN: |
GG0N7A |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-06 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-179.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.16 |
Parity: |
-1.23 |
Time value: |
0.07 |
Break-even: |
109.32 |
Moneyness: |
0.90 |
Premium: |
0.11 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.02 |
Spread %: |
41.67% |
Delta: |
-0.11 |
Theta: |
-0.01 |
Omega: |
-20.14 |
Rho: |
-0.04 |
Quote data
Open: |
0.050 |
High: |
0.050 |
Low: |
0.050 |
Previous Close: |
0.058 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
-15.25% |
3 Months |
|
|
-75.00% |
YTD |
|
|
-92.42% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.059 |
0.050 |
1M High / 1M Low: |
0.140 |
0.048 |
6M High / 6M Low: |
0.700 |
0.048 |
High (YTD): |
2024-01-02 |
0.520 |
Low (YTD): |
2024-06-12 |
0.048 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.054 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.067 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.188 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
337.94% |
Volatility 6M: |
|
204.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |