Goldman Sachs Put 160 UHR 21.06.2024
/ DE000GG6Q1C8
Goldman Sachs Put 160 UHR 21.06.2.../ DE000GG6Q1C8 /
2024-06-06 9:59:00 AM |
Chg.+0.002 |
Bid2:01:17 PM |
Ask2:01:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.026EUR |
+8.33% |
0.028 Bid Size: 20,000 |
0.058 Ask Size: 20,000 |
SWATCH GROUP I |
160.00 CHF |
2024-06-21 |
Put |
Master data
WKN: |
GG6Q1C |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SWATCH GROUP I |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 CHF |
Maturity: |
2024-06-21 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-85.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.79 |
Historic volatility: |
0.26 |
Parity: |
-2.93 |
Time value: |
0.23 |
Break-even: |
162.49 |
Moneyness: |
0.85 |
Premium: |
0.16 |
Premium p.a.: |
38.32 |
Spread abs.: |
0.20 |
Spread %: |
886.96% |
Delta: |
-0.13 |
Theta: |
-0.22 |
Omega: |
-11.45 |
Rho: |
-0.01 |
Quote data
Open: |
0.026 |
High: |
0.026 |
Low: |
0.026 |
Previous Close: |
0.024 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-48.00% |
1 Month |
|
|
-71.11% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.050 |
0.023 |
1M High / 1M Low: |
0.090 |
0.023 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.030 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.051 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
208.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |