Goldman Sachs Put 22 SZG 21.06.2024
/ DE000GQ894H6
Goldman Sachs Put 22 SZG 21.06.20.../ DE000GQ894H6 /
2024-05-21 12:20:02 PM |
Chg.-0.004 |
Bid7:16:16 PM |
Ask7:16:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.046EUR |
-8.00% |
0.047 Bid Size: 10,000 |
0.097 Ask Size: 10,000 |
SALZGITTER AG O.N. |
22.00 EUR |
2024-06-21 |
Put |
Master data
WKN: |
GQ894H |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SALZGITTER AG O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
22.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-11-01 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-22.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.35 |
Parity: |
-0.08 |
Time value: |
0.10 |
Break-even: |
20.99 |
Moneyness: |
0.96 |
Premium: |
0.08 |
Premium p.a.: |
1.48 |
Spread abs.: |
0.07 |
Spread %: |
197.06% |
Delta: |
-0.37 |
Theta: |
-0.02 |
Omega: |
-8.37 |
Rho: |
-0.01 |
Quote data
Open: |
0.038 |
High: |
0.046 |
Low: |
0.038 |
Previous Close: |
0.050 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-34.29% |
1 Month |
|
|
-54.00% |
3 Months |
|
|
-67.14% |
YTD |
|
|
-58.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.070 |
0.039 |
1M High / 1M Low: |
0.130 |
0.039 |
6M High / 6M Low: |
0.180 |
0.039 |
High (YTD): |
2024-03-11 |
0.180 |
Low (YTD): |
2024-05-17 |
0.039 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.060 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.077 |
Avg. volume 1M: |
|
250 |
Avg. price 6M: |
|
0.116 |
Avg. volume 6M: |
|
40.323 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
649.79% |
Volatility 6M: |
|
309.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |