Goldman Sachs Put 138.78 CFR 20.12.2024
/ DE000GP7U7L0
Goldman Sachs Put 138.78 CFR 20.1.../ DE000GP7U7L0 /
| 2024-06-20 10:15:17 AM |
Chg.-0.01 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-0.89% |
-
Bid Size: - |
-
Ask Size: - |
RICHEMONT N |
138.78 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
GP7U7L |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
138.78 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
9.91:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.30 |
| Parity: |
-0.10 |
| Time value: |
1.16 |
| Break-even: |
134.55 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
2.65% |
| Delta: |
-0.41 |
| Theta: |
-0.03 |
| Omega: |
-5.27 |
| Rho: |
-0.36 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.59% |
| 1 Month |
|
|
+8.82% |
| 3 Months |
|
|
-33.93% |
| YTD |
|
|
-64.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
0.85 |
| 1M High / 1M Low: |
1.12 |
0.76 |
| 6M High / 6M Low: |
3.88 |
0.76 |
| High (YTD): |
2024-01-17 |
3.88 |
| Low (YTD): |
2024-06-07 |
0.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.36% |
| Volatility 6M: |
|
100.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
