Goldman Sachs Put 120 AFX 21.06.2024
/ DE000GP6BN30
Goldman Sachs Put 120 AFX 21.06.2.../ DE000GP6BN30 /
| 6/3/2024 12:19:26 PM |
Chg.-0.03 |
Bid2:56:06 PM |
Ask2:56:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.58EUR |
-0.83% |
3.61
Bid Size: 20,000 |
3.64
Ask Size: 20,000 |
CARL ZEISS MEDITEC A... |
120.00 - |
6/21/2024 |
Put |
Master data
| WKN: |
GP6BN3 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
CARL ZEISS MEDITEC AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
6/21/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.54 |
| Intrinsic value: |
3.54 |
| Implied volatility: |
1.04 |
| Historic volatility: |
0.31 |
| Parity: |
3.54 |
| Time value: |
0.05 |
| Break-even: |
84.20 |
| Moneyness: |
1.42 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.51 |
| Spread %: |
16.61% |
| Delta: |
-0.92 |
| Theta: |
-0.07 |
| Omega: |
-2.17 |
| Rho: |
-0.06 |
Quote data
| Open: |
3.61 |
| High: |
3.61 |
| Low: |
3.58 |
| Previous Close: |
3.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.71% |
| 1 Month |
|
|
+59.82% |
| 3 Months |
|
|
+228.44% |
| YTD |
|
|
+46.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.61 |
2.76 |
| 1M High / 1M Low: |
3.61 |
2.01 |
| 6M High / 6M Low: |
3.94 |
0.64 |
| High (YTD): |
5/31/2024 |
3.61 |
| Low (YTD): |
3/27/2024 |
0.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.13% |
| Volatility 6M: |
|
136.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
