Goldman Sachs Put 120 ABL 21.06.2024
/ DE000GP70BK0
Goldman Sachs Put 120 ABL 21.06.2.../ DE000GP70BK0 /
| 2024-05-09 10:51:43 AM |
Chg.+0.10 |
Bid1:15:18 PM |
Ask1:15:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
+7.69% |
1.39
Bid Size: 10,000 |
1.42
Ask Size: 10,000 |
ABBOTT LABS |
120.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
GP70BK |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.24 |
| Intrinsic value: |
2.24 |
| Implied volatility: |
- |
| Historic volatility: |
0.16 |
| Parity: |
2.24 |
| Time value: |
-0.79 |
| Break-even: |
105.50 |
| Moneyness: |
1.23 |
| Premium: |
-0.08 |
| Premium p.a.: |
-0.51 |
| Spread abs.: |
0.05 |
| Spread %: |
3.57% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.40 |
| High: |
1.40 |
| Low: |
1.40 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.75% |
| 1 Month |
|
|
+42.86% |
| 3 Months |
|
|
+77.22% |
| YTD |
|
|
+37.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.22 |
| 1M High / 1M Low: |
1.38 |
0.87 |
| 6M High / 6M Low: |
2.47 |
0.37 |
| High (YTD): |
2024-04-19 |
1.38 |
| Low (YTD): |
2024-03-13 |
0.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.92% |
| Volatility 6M: |
|
149.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
