Goldman Sachs Put 18700 NDX.X 28.06.2024
/ DE000GG84HM3
Goldman Sachs Put 18700 NDX.X 28..../ DE000GG84HM3 /
| 2024-06-05 1:21:19 PM |
Chg.- |
Bid8:48:03 AM |
Ask8:48:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.40EUR |
- |
1.44
Bid Size: 30,000 |
1.49
Ask Size: 30,000 |
NASDAQ 100 INDEX |
18,700.00 USD |
2024-06-28 |
Put |
Master data
| WKN: |
GG84HM |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18,700.00 USD |
| Maturity: |
2024-06-28 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-06-27 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-60.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.14 |
| Parity: |
0.42 |
| Time value: |
2.40 |
| Break-even: |
16,902.74 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.05 |
| Spread %: |
1.81% |
| Delta: |
-0.49 |
| Theta: |
-5.23 |
| Omega: |
-29.95 |
| Rho: |
-5.50 |
Quote data
| Open: |
2.57 |
| High: |
2.57 |
| Low: |
2.40 |
| Previous Close: |
3.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.44% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.81 |
2.40 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
