Goldman Sachs Put 120 ILMN 21.06.2024
/ DE000GQ29892
Goldman Sachs Put 120 ILMN 21.06..../ DE000GQ29892 /
| 6/13/2024 4:28:51 PM |
Chg.+0.220 |
Bid6:11:00 PM |
Ask6:11:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+28.95% |
1.060
Bid Size: 20,000 |
1.130
Ask Size: 20,000 |
Illumina Inc |
120.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
GQ2989 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
8/18/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.37 |
| Parity: |
1.06 |
| Time value: |
0.15 |
| Break-even: |
98.88 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.28 |
| Spread %: |
30.11% |
| Delta: |
-0.77 |
| Theta: |
-0.23 |
| Omega: |
-6.39 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.980 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.83% |
| 1 Month |
|
|
-14.78% |
| 3 Months |
|
|
+28.95% |
| YTD |
|
|
+2.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
0.640 |
| 1M High / 1M Low: |
1.770 |
0.640 |
| 6M High / 6M Low: |
1.770 |
0.480 |
| High (YTD): |
5/31/2024 |
1.770 |
| Low (YTD): |
3/28/2024 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.192 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.890 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
300.42% |
| Volatility 6M: |
|
206.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
