Goldman Sachs Put 12 FTE 20.12.2024
/ DE000GP4HK54
Goldman Sachs Put 12 FTE 20.12.20.../ DE000GP4HK54 /
| 5/31/2024 10:21:47 AM |
Chg.-0.14 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.70EUR |
-7.61% |
-
Bid Size: - |
-
Ask Size: - |
ORANGE INH. ... |
12.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
5/11/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.13 |
| Parity: |
1.28 |
| Time value: |
0.66 |
| Break-even: |
10.07 |
| Moneyness: |
1.12 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.20 |
| Spread %: |
11.56% |
| Delta: |
-0.56 |
| Theta: |
0.00 |
| Omega: |
-3.11 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.70 |
| High: |
1.70 |
| Low: |
1.70 |
| Previous Close: |
1.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.10% |
| 1 Month |
|
|
-15.42% |
| 3 Months |
|
|
-8.60% |
| YTD |
|
|
-18.27% |
| 1 Year |
|
|
-10.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.86 |
1.70 |
| 1M High / 1M Low: |
2.01 |
1.63 |
| 6M High / 6M Low: |
2.08 |
1.22 |
| High (YTD): |
4/16/2024 |
2.06 |
| Low (YTD): |
1/23/2024 |
1.22 |
| 52W High: |
8/8/2023 |
2.33 |
| 52W Low: |
1/23/2024 |
1.22 |
| Avg. price 1W: |
|
1.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.78 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
57.90% |
| Volatility 6M: |
|
82.76% |
| Volatility 1Y: |
|
72.93% |
| Volatility 3Y: |
|
- |
