Goldman Sachs Put 110 ALV 21.06.2024
/ DE000GQ992X5
Goldman Sachs Put 110 ALV 21.06.2.../ DE000GQ992X5 /
| 03/06/2024 10:01:00 |
Chg.-0.010 |
Bid15:30:42 |
Ask15:30:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.020EUR |
-33.33% |
0.020
Bid Size: 10,000 |
0.120
Ask Size: 1,000 |
Autoliv Inc |
110.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
GQ992X |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Autoliv Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
20/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-94.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.24 |
| Parity: |
-1.62 |
| Time value: |
0.13 |
| Break-even: |
100.11 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
15.53 |
| Spread abs.: |
0.10 |
| Spread %: |
400.00% |
| Delta: |
-0.14 |
| Theta: |
-0.10 |
| Omega: |
-12.71 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.020 |
| High: |
0.020 |
| Low: |
0.020 |
| Previous Close: |
0.030 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-83.33% |
| 3 Months |
|
|
-95.00% |
| YTD |
|
|
-97.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.040 |
0.020 |
| 1M High / 1M Low: |
0.120 |
0.020 |
| 6M High / 6M Low: |
1.170 |
0.020 |
| High (YTD): |
17/01/2024 |
1.170 |
| Low (YTD): |
29/05/2024 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.058 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.529 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
487.23% |
| Volatility 6M: |
|
251.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
