Goldman Sachs Put 120 UHR 20.12.2024
/ DE000GQ79BN3
Goldman Sachs Put 120 UHR 20.12.2.../ DE000GQ79BN3 /
| 2024-06-14 10:07:41 AM |
Chg.+0.010 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+7.14% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
120.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
GQ79BN |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-106.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.26 |
| Parity: |
-6.73 |
| Time value: |
0.18 |
| Break-even: |
124.12 |
| Moneyness: |
0.65 |
| Premium: |
0.36 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.05 |
| Spread %: |
35.07% |
| Delta: |
-0.06 |
| Theta: |
-0.02 |
| Omega: |
-6.38 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-21.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.130 |
| 1M High / 1M Low: |
0.150 |
0.120 |
| 6M High / 6M Low: |
0.250 |
0.120 |
| High (YTD): |
2024-02-06 |
0.240 |
| Low (YTD): |
2024-06-07 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.133 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.167 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.80% |
| Volatility 6M: |
|
94.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
