Goldman Sachs Put 20 SZG 20.12.2024
/ DE000GZ6DRF6
Goldman Sachs Put 20 SZG 20.12.20.../ DE000GZ6DRF6 /
2024-10-31 3:28:37 PM |
Chg.0.000 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
SALZGITTER AG O.N. |
20.00 - |
2024-12-20 |
Put |
Master data
WKN: |
GZ6DRF |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SALZGITTER AG O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-01-03 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.58 |
Implied volatility: |
1.07 |
Historic volatility: |
0.37 |
Parity: |
0.58 |
Time value: |
0.06 |
Break-even: |
13.60 |
Moneyness: |
1.40 |
Premium: |
0.04 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.10 |
Spread %: |
18.52% |
Delta: |
-0.74 |
Theta: |
-0.02 |
Omega: |
-1.65 |
Rho: |
-0.02 |
Quote data
Open: |
0.590 |
High: |
0.590 |
Low: |
0.570 |
Previous Close: |
0.580 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.45% |
1 Month |
|
|
+52.63% |
3 Months |
|
|
+52.63% |
YTD |
|
|
+262.50% |
1 Year |
|
|
+107.14% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.540 |
1M High / 1M Low: |
0.660 |
0.380 |
6M High / 6M Low: |
0.660 |
0.120 |
High (YTD): |
2024-10-23 |
0.660 |
Low (YTD): |
2024-05-31 |
0.120 |
52W High: |
2024-10-23 |
0.660 |
52W Low: |
2024-05-31 |
0.120 |
Avg. price 1W: |
|
0.582 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.548 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.372 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.280 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
90.45% |
Volatility 6M: |
|
159.36% |
Volatility 1Y: |
|
136.89% |
Volatility 3Y: |
|
- |