Goldman Sachs Put 180 ILMN 21.06.2024
/ DE000GQ37QZ3
Goldman Sachs Put 180 ILMN 21.06..../ DE000GQ37QZ3 /
| 2024-06-07 11:09:09 AM |
Chg.-0.80 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.92EUR |
-11.90% |
-
Bid Size: - |
-
Ask Size: - |
Illumina Inc |
180.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
GQ37QZ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-30 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.14 |
| Intrinsic value: |
6.14 |
| Implied volatility: |
1.50 |
| Historic volatility: |
0.37 |
| Parity: |
6.14 |
| Time value: |
0.06 |
| Break-even: |
104.64 |
| Moneyness: |
1.58 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.17 |
| Spread %: |
2.82% |
| Delta: |
-0.93 |
| Theta: |
-0.14 |
| Omega: |
-1.58 |
| Rho: |
-0.06 |
Quote data
| Open: |
5.92 |
| High: |
5.92 |
| Low: |
5.92 |
| Previous Close: |
6.72 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.57% |
| 1 Month |
|
|
-5.73% |
| 3 Months |
|
|
+41.97% |
| YTD |
|
|
+47.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.13 |
5.92 |
| 1M High / 1M Low: |
7.34 |
5.87 |
| 6M High / 6M Low: |
7.34 |
3.55 |
| High (YTD): |
2024-05-30 |
7.34 |
| Low (YTD): |
2024-02-16 |
3.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.75% |
| Volatility 6M: |
|
81.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
