Goldman Sachs Put 120 BALN 20.09.2024
/ DE000GQ7QVH5
Goldman Sachs Put 120 BALN 20.09..../ DE000GQ7QVH5 /
| 07/06/2024 10:39:26 |
Chg.-0.005 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.053EUR |
-8.62% |
-
Bid Size: - |
-
Ask Size: - |
BALOISE N |
120.00 CHF |
20/09/2024 |
Put |
Master data
| WKN: |
GQ7QVH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BALOISE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
20/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-101.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.18 |
| Parity: |
-3.53 |
| Time value: |
0.16 |
| Break-even: |
122.34 |
| Moneyness: |
0.78 |
| Premium: |
0.23 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.10 |
| Spread %: |
175.44% |
| Delta: |
-0.09 |
| Theta: |
-0.02 |
| Omega: |
-9.24 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.053 |
| High: |
0.053 |
| Low: |
0.053 |
| Previous Close: |
0.058 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.70% |
| 1 Month |
|
|
-59.23% |
| 3 Months |
|
|
-77.92% |
| YTD |
|
|
-90.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.066 |
0.053 |
| 1M High / 1M Low: |
0.130 |
0.053 |
| 6M High / 6M Low: |
0.640 |
0.053 |
| High (YTD): |
08/01/2024 |
0.640 |
| Low (YTD): |
05/06/2024 |
0.053 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.059 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.078 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.299 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.69% |
| Volatility 6M: |
|
139.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
