Goldman Sachs Put 20 SZU 20.12.2024
/ DE000GP34A54
Goldman Sachs Put 20 SZU 20.12.20.../ DE000GP34A54 /
2024-09-26 4:22:19 PM |
Chg.-0.20 |
Bid4:46:26 PM |
Ask4:46:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.64EUR |
-2.26% |
8.64 Bid Size: 1,000 |
8.94 Ask Size: 500 |
SUEDZUCKER AG O.N. |
20.00 - |
2024-12-20 |
Put |
Master data
WKN: |
GP34A5 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SUEDZUCKER AG O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-04-24 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.81 |
Intrinsic value: |
8.81 |
Implied volatility: |
1.15 |
Historic volatility: |
0.20 |
Parity: |
8.81 |
Time value: |
0.48 |
Break-even: |
10.71 |
Moneyness: |
1.79 |
Premium: |
0.04 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.58 |
Spread %: |
6.66% |
Delta: |
-0.77 |
Theta: |
-0.01 |
Omega: |
-0.93 |
Rho: |
-0.04 |
Quote data
Open: |
8.76 |
High: |
8.76 |
Low: |
8.64 |
Previous Close: |
8.84 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.14% |
1 Month |
|
|
+9.09% |
3 Months |
|
|
+23.25% |
YTD |
|
|
+44.72% |
1 Year |
|
|
+44.24% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.84 |
8.73 |
1M High / 1M Low: |
8.84 |
7.73 |
6M High / 6M Low: |
8.84 |
6.46 |
High (YTD): |
2024-09-25 |
8.84 |
Low (YTD): |
2024-01-09 |
5.84 |
52W High: |
2024-09-25 |
8.84 |
52W Low: |
2023-11-14 |
5.33 |
Avg. price 1W: |
|
8.78 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.13 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.43 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
6.98 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
26.36% |
Volatility 6M: |
|
32.13% |
Volatility 1Y: |
|
35.10% |
Volatility 3Y: |
|
- |