Goldman Sachs Put 22 SZG 21.06.2024
/ DE000GQ894H6
Goldman Sachs Put 22 SZG 21.06.20.../ DE000GQ894H6 /
14/06/2024 17:19:47 |
Chg.+0.060 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
+27.27% |
- Bid Size: - |
- Ask Size: - |
SALZGITTER AG O.N. |
22.00 EUR |
21/06/2024 |
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: |
21/06/2024 |
Issue date: |
01/11/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.24 |
Implied volatility: |
1.51 |
Historic volatility: |
0.35 |
Parity: |
0.24 |
Time value: |
0.08 |
Break-even: |
18.80 |
Moneyness: |
1.12 |
Premium: |
0.04 |
Premium p.a.: |
6.48 |
Spread abs.: |
0.10 |
Spread %: |
45.45% |
Delta: |
-0.67 |
Theta: |
-0.10 |
Omega: |
-4.12 |
Rho: |
0.00 |
Quote data
Open: |
0.250 |
High: |
0.280 |
Low: |
0.250 |
Previous Close: |
0.220 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+154.55% |
1 Month |
|
|
+300.00% |
3 Months |
|
|
+100.00% |
YTD |
|
|
+154.55% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.140 |
1M High / 1M Low: |
0.280 |
0.024 |
6M High / 6M Low: |
0.280 |
0.024 |
High (YTD): |
14/06/2024 |
0.280 |
Low (YTD): |
28/05/2024 |
0.024 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.192 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.085 |
Avg. volume 1M: |
|
217.391 |
Avg. price 6M: |
|
0.109 |
Avg. volume 6M: |
|
80 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
567.09% |
Volatility 6M: |
|
376.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |