Goldman Sachs Put 22 DTE 20.09.2024
/ DE000GQ56JC7
Goldman Sachs Put 22 DTE 20.09.20.../ DE000GQ56JC7 /
04/06/2024 10:35:14 |
Chg.+0.100 |
Bid11:07:29 |
Ask11:07:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
+22.22% |
0.560 Bid Size: 20,000 |
0.580 Ask Size: 20,000 |
DT.TELEKOM AG NA |
22.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
GQ56JC |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
DT.TELEKOM AG NA |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
22.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
22/09/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-29.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.14 |
Parity: |
-0.64 |
Time value: |
0.77 |
Break-even: |
21.23 |
Moneyness: |
0.97 |
Premium: |
0.06 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.20 |
Spread %: |
35.09% |
Delta: |
-0.36 |
Theta: |
0.00 |
Omega: |
-10.47 |
Rho: |
-0.03 |
Quote data
Open: |
0.550 |
High: |
0.550 |
Low: |
0.550 |
Previous Close: |
0.450 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-28.57% |
1 Month |
|
|
-37.50% |
3 Months |
|
|
-51.33% |
YTD |
|
|
-62.84% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.450 |
1M High / 1M Low: |
0.890 |
0.450 |
6M High / 6M Low: |
1.560 |
0.450 |
High (YTD): |
14/03/2024 |
1.470 |
Low (YTD): |
03/06/2024 |
0.450 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.634 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.689 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.048 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
171.66% |
Volatility 6M: |
|
147.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |