Goldman Sachs Put 163.64 AIL 21.06.2024
/ DE000GP4B3T8
Goldman Sachs Put 163.64 AIL 21.0.../ DE000GP4B3T8 /
6/11/2024 10:35:42 AM |
Chg.- |
Bid10:10:51 AM |
Ask10:10:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.080EUR |
- |
0.090 Bid Size: 20,000 |
0.120 Ask Size: 20,000 |
AIR LIQUIDE INH. EO ... |
163.64 EUR |
6/21/2024 |
Put |
Master data
WKN: |
GP4B3T |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
AIR LIQUIDE INH. EO 5,50 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
163.64 EUR |
Maturity: |
6/21/2024 |
Issue date: |
5/8/2023 |
Last trading day: |
6/20/2024 |
Ratio: |
9.09:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-111.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.17 |
Parity: |
-0.25 |
Time value: |
0.16 |
Break-even: |
162.15 |
Moneyness: |
0.99 |
Premium: |
0.02 |
Premium p.a.: |
1.48 |
Spread abs.: |
0.10 |
Spread %: |
156.25% |
Delta: |
-0.34 |
Theta: |
-0.12 |
Omega: |
-38.29 |
Rho: |
-0.01 |
Quote data
Open: |
0.080 |
High: |
0.080 |
Low: |
0.080 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.33% |
1 Month |
|
|
-55.56% |
3 Months |
|
|
-68.00% |
YTD |
|
|
-92.16% |
1 Year |
|
|
-96.40% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.060 |
1M High / 1M Low: |
0.300 |
0.060 |
6M High / 6M Low: |
1.580 |
0.060 |
High (YTD): |
2/12/2024 |
1.580 |
Low (YTD): |
6/6/2024 |
0.060 |
52W High: |
10/24/2023 |
2.710 |
52W Low: |
6/6/2024 |
0.060 |
Avg. price 1W: |
|
0.113 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.187 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.629 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.264 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
1,076.05% |
Volatility 6M: |
|
473.77% |
Volatility 1Y: |
|
341.84% |
Volatility 3Y: |
|
- |