Goldman Sachs Put 12 FTE 20.06.2025
/ DE000GQ58QE4
Goldman Sachs Put 12 FTE 20.06.20.../ DE000GQ58QE4 /
5/31/2024 10:38:19 AM |
Chg.-0.13 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.90EUR |
-6.40% |
- Bid Size: - |
- Ask Size: - |
ORANGE INH. ... |
12.00 - |
6/20/2025 |
Put |
Master data
WKN: |
GQ58QE |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
ORANGE INH. EO 4 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
12.00 - |
Maturity: |
6/20/2025 |
Issue date: |
9/25/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.28 |
Intrinsic value: |
1.28 |
Implied volatility: |
0.37 |
Historic volatility: |
0.13 |
Parity: |
1.28 |
Time value: |
0.86 |
Break-even: |
9.87 |
Moneyness: |
1.12 |
Premium: |
0.08 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.20 |
Spread %: |
10.36% |
Delta: |
-0.50 |
Theta: |
0.00 |
Omega: |
-2.51 |
Rho: |
-0.08 |
Quote data
Open: |
1.90 |
High: |
1.90 |
Low: |
1.90 |
Previous Close: |
2.03 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.40% |
1 Month |
|
|
-14.80% |
3 Months |
|
|
-6.40% |
YTD |
|
|
-19.15% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.05 |
1.90 |
1M High / 1M Low: |
2.23 |
1.85 |
6M High / 6M Low: |
2.35 |
1.49 |
High (YTD): |
4/16/2024 |
2.28 |
Low (YTD): |
1/23/2024 |
1.49 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.99 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.03 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.96 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
50.76% |
Volatility 6M: |
|
66.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |