Goldman Sachs Put 20 ABLZF 21.06.2024
/ DE000GZ36PV7
Goldman Sachs Put 20 ABLZF 21.06..../ DE000GZ36PV7 /
07/06/2024 09:18:07 |
Chg.0.000 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
ABB Ltd. |
20.00 - |
21/06/2024 |
Put |
Master data
WKN: |
GZ36PV |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
ABB Ltd. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 - |
Maturity: |
21/06/2024 |
Issue date: |
15/11/2022 |
Last trading day: |
20/06/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-73.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
3.39 |
Historic volatility: |
0.21 |
Parity: |
-31.68 |
Time value: |
0.70 |
Break-even: |
19.30 |
Moneyness: |
0.39 |
Premium: |
0.63 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.70 |
Spread %: |
69,999.99% |
Delta: |
-0.04 |
Theta: |
-0.10 |
Omega: |
-2.87 |
Rho: |
0.00 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-90.00% |
3 Months |
|
|
-98.00% |
YTD |
|
|
-98.89% |
1 Year |
|
|
-99.57% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.002 |
0.001 |
1M High / 1M Low: |
0.010 |
0.001 |
6M High / 6M Low: |
0.100 |
0.001 |
High (YTD): |
19/01/2024 |
0.100 |
Low (YTD): |
07/06/2024 |
0.001 |
52W High: |
20/10/2023 |
0.270 |
52W Low: |
07/06/2024 |
0.001 |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.005 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.049 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.114 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
744.05% |
Volatility 6M: |
|
334.12% |
Volatility 1Y: |
|
248.36% |
Volatility 3Y: |
|
- |