Goldman Sachs Put 16 DBK 19.07.2024
/ DE000GG7J276
Goldman Sachs Put 16 DBK 19.07.20.../ DE000GG7J276 /
6/5/2024 10:00:50 AM |
Chg.+0.14 |
Bid3:44:40 PM |
Ask3:44:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.26EUR |
+12.50% |
1.09 Bid Size: 30,000 |
1.11 Ask Size: 30,000 |
DEUTSCHE BANK AG NA ... |
16.00 EUR |
7/19/2024 |
Put |
Master data
WKN: |
GG7J27 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
DEUTSCHE BANK AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
16.00 EUR |
Maturity: |
7/19/2024 |
Issue date: |
4/26/2024 |
Last trading day: |
7/18/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-12.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
0.97 |
Implied volatility: |
0.29 |
Historic volatility: |
0.26 |
Parity: |
0.97 |
Time value: |
0.21 |
Break-even: |
14.82 |
Moneyness: |
1.06 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.07 |
Spread %: |
6.31% |
Delta: |
-0.70 |
Theta: |
0.00 |
Omega: |
-8.91 |
Rho: |
-0.01 |
Quote data
Open: |
1.26 |
High: |
1.26 |
Low: |
1.26 |
Previous Close: |
1.12 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+46.51% |
1 Month |
|
|
-10.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.12 |
0.83 |
1M High / 1M Low: |
1.36 |
0.74 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.96 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.91 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
254.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |