Goldman Sachs Put 19600 NDX.X 20.12.2024
/ DE000GG84J55
Goldman Sachs Put 19600 NDX.X 20..../ DE000GG84J55 /
| 2024-06-05 1:21:19 PM |
Chg.-1.07 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.56EUR |
-9.20% |
-
Bid Size: - |
-
Ask Size: - |
NASDAQ 100 INDEX |
19,600.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
GG84J5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
19,600.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-15.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.18 |
| Intrinsic value: |
8.69 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.14 |
| Parity: |
8.69 |
| Time value: |
2.31 |
| Break-even: |
16,911.81 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.05 |
| Spread %: |
0.46% |
| Delta: |
-0.58 |
| Theta: |
-0.89 |
| Omega: |
-8.97 |
| Rho: |
-59.47 |
Quote data
| Open: |
10.75 |
| High: |
10.75 |
| Low: |
10.56 |
| Previous Close: |
11.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.09% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.82 |
10.56 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.47 |
| 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: |
|
- |
