Goldman Sachs Put 15 AAL 19.07.2024
/ DE000GG6XT94
Goldman Sachs Put 15 AAL 19.07.20.../ DE000GG6XT94 /
| 2024-06-07 11:21:18 AM |
Chg.+0.020 |
Bid4:00:02 PM |
Ask4:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+6.45% |
0.330
Bid Size: 300,000 |
0.340
Ask Size: 300,000 |
American Airlines Gr... |
15.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
GG6XT9 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.35 |
| Parity: |
0.33 |
| Time value: |
0.07 |
| Break-even: |
9.77 |
| Moneyness: |
1.31 |
| Premium: |
0.07 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.07 |
| Spread %: |
21.21% |
| Delta: |
-0.67 |
| Theta: |
-0.02 |
| Omega: |
-1.75 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.13% |
| 1 Month |
|
|
+230.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.310 |
| 1M High / 1M Low: |
0.320 |
0.073 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.165 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
322.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
