Goldman Sachs Put 140 ILMN 21.06.2024
/ DE000GQ800B6
Goldman Sachs Put 140 ILMN 21.06..../ DE000GQ800B6 /
| 2024-06-07 10:01:33 AM |
Chg.-0.78 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
-25.57% |
-
Bid Size: - |
-
Ask Size: - |
Illumina Inc |
140.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
GQ800B |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
2.43 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.37 |
| Parity: |
2.43 |
| Time value: |
0.04 |
| Break-even: |
104.91 |
| Moneyness: |
1.23 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.12 |
| Spread %: |
5.11% |
| Delta: |
-0.92 |
| Theta: |
-0.07 |
| Omega: |
-3.91 |
| Rho: |
-0.04 |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.27 |
| Previous Close: |
3.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.94% |
| 1 Month |
|
|
-13.03% |
| 3 Months |
|
|
+54.42% |
| YTD |
|
|
+31.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.45 |
2.27 |
| 1M High / 1M Low: |
3.60 |
2.25 |
| 6M High / 6M Low: |
3.60 |
1.17 |
| High (YTD): |
2024-05-31 |
3.60 |
| Low (YTD): |
2024-02-16 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.37% |
| Volatility 6M: |
|
139.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
