Goldman Sachs Put 200 TRV 19.07.2024
/ DE000GG6XXK5
Goldman Sachs Put 200 TRV 19.07.2.../ DE000GG6XXK5 /
| 2024-06-18 10:06:50 AM |
Chg.-0.050 |
Bid4:35:24 PM |
Ask4:35:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-17.86% |
0.210
Bid Size: 10,000 |
0.260
Ask Size: 10,000 |
The Travelers Compan... |
200.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
GG6XXK |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-62.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
-0.76 |
| Time value: |
0.31 |
| Break-even: |
183.12 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.10 |
| Spread %: |
47.62% |
| Delta: |
-0.29 |
| Theta: |
-0.08 |
| Omega: |
-18.15 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.33% |
| 1 Month |
|
|
+76.92% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.150 |
| 1M High / 1M Low: |
0.280 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
463.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
