Goldman Sachs Put 12 FTE 20.12.2024
/ DE000GP4HK54
Goldman Sachs Put 12 FTE 20.12.20.../ DE000GP4HK54 /
| 2024-06-11 10:12:04 AM |
Chg.+0.15 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
+7.28% |
-
Bid Size: - |
-
Ask Size: - |
ORANGE INH. ... |
12.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
GP4HK5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-05-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.14 |
| Parity: |
2.06 |
| Time value: |
0.18 |
| Break-even: |
9.76 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.27 |
| Spread %: |
13.71% |
| Delta: |
-0.71 |
| Theta: |
0.00 |
| Omega: |
-3.14 |
| Rho: |
-0.05 |
Quote data
| Open: |
2.21 |
| High: |
2.21 |
| Low: |
2.21 |
| Previous Close: |
2.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.13% |
| 1 Month |
|
|
+24.16% |
| 3 Months |
|
|
+25.57% |
| YTD |
|
|
+6.25% |
| 1 Year |
|
|
+12.18% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.06 |
1.43 |
| 1M High / 1M Low: |
2.06 |
1.43 |
| 6M High / 6M Low: |
2.08 |
1.22 |
| High (YTD): |
2024-06-10 |
2.06 |
| Low (YTD): |
2024-01-23 |
1.22 |
| 52W High: |
2023-08-08 |
2.33 |
| 52W Low: |
2024-01-23 |
1.22 |
| Avg. price 1W: |
|
1.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.77 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
104.94% |
| Volatility 6M: |
|
89.06% |
| Volatility 1Y: |
|
76.16% |
| Volatility 3Y: |
|
- |
